+68.3%
BLK vs ALK
+2.0%
+66.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -3.1% | -18.5% | +15.3% | +1.9% |
| 3M | +10.7% | -3.6% | +14.2% | +10.7% |
| 6M | +15.9% | -3.7% | +19.6% | +14.9% |
| YTD | +4.0% | -19.0% | +23.0% | +7.2% |
| 1Y | +1.3% | -36.0% | +37.3% | +10.4% |
| All | +68.3% | +2.0% | +66.2% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling