+13,325.9%
BLK vs ALK
+360.3%
+12,965.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.8% |
| 7D | -3.6% | -0.7% | -3.0% | -3.5% |
| 30D | -1.0% | -19.2% | +18.2% | +5.0% |
| 3M | +10.4% | -1.5% | +11.9% | +9.8% |
| 6M | +8.2% | -13.1% | +21.2% | +10.4% |
| YTD | +6.0% | -16.4% | +22.5% | +8.9% |
| 1Y | +3.3% | -33.1% | +36.4% | +12.4% |
| 3Y | +70.3% | +0.6% | +69.6% | +58.0% |
| 5Y | +34.5% | -26.4% | +60.9% | +34.0% |
| 10Y | +281.9% | -34.2% | +316.1% | +254.3% |
| All | +13,325.9% | +360.3% | +12,965.6% | +5,853.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling