+8,024.8%
BNY vs ALK
+839.9%
+7,185.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | +3.8% | -19.2% | +23.1% | +10.8% |
| 3M | +14.9% | -1.5% | +16.4% | +14.1% |
| 6M | +40.3% | -13.1% | +53.4% | +42.6% |
| YTD | +43.8% | -16.4% | +60.2% | +47.0% |
| 1Y | +58.9% | -33.1% | +91.9% | +73.1% |
| 3Y | +290.4% | +0.6% | +289.8% | +251.6% |
| 5Y | +250.1% | -26.4% | +276.5% | +241.2% |
| 10Y | +410.7% | -34.2% | +444.9% | +363.2% |
| All | +8,024.8% | +839.9% | +7,185.0% | +1,958.1% |
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