+44.8%
BLK vs ALK
-31.3%
+76.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +3.7% | -1.2% | +4.9% | +4.0% |
| 30D | +13.9% | +7.7% | +6.2% | +10.9% |
| 3M | +3.9% | -19.0% | +22.9% | +10.4% |
| 6M | +13.0% | -0.2% | +13.2% | +10.7% |
| YTD | +16.1% | -23.5% | +39.6% | +22.3% |
| 1Y | +16.8% | -9.1% | +25.9% | +15.6% |
| 3Y | +97.7% | +12.0% | +85.6% | +64.1% |
| All | +44.8% | -31.3% | +76.2% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling