+269.1%
BLK vs ALK
-37.3%
+306.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -5.2% | -3.1% | -2.1% | -4.3% |
| 30D | -7.0% | -17.1% | +10.1% | -1.9% |
| 3M | +5.7% | -3.8% | +9.4% | +5.9% |
| 6M | +11.0% | -5.3% | +16.3% | +10.6% |
| YTD | +0.9% | -20.3% | +21.1% | +5.1% |
| 1Y | -1.6% | -36.0% | +34.4% | +8.9% |
| 3Y | +64.5% | +0.8% | +63.7% | +50.7% |
| 5Y | +30.9% | -28.5% | +59.3% | +30.5% |
| All | +269.1% | -37.3% | +306.4% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling