+76.2%
BND vs ALK
+395.6%
-319.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.0% | 0.0% |
| 7D | +0.4% | +8.9% | -8.5% | +0.4% |
| 30D | +2.0% | +5.9% | -4.0% | +2.0% |
| 3M | -0.4% | -16.5% | +16.2% | -0.4% |
| 6M | -0.9% | +2.1% | -3.0% | -0.9% |
| YTD | -0.3% | -17.1% | +16.8% | -0.4% |
| 1Y | 0.0% | -2.9% | +2.8% | 0.0% |
| 3Y | +15.1% | +24.5% | -9.4% | +15.3% |
| 5Y | -1.5% | -29.1% | +27.6% | -1.6% |
| 10Y | +17.6% | -39.1% | +56.7% | +17.4% |
| All | +76.2% | +395.6% | -319.4% | +85.7% |
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