+142.2%
BP vs ALK
-45.9%
+188.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.2% |
| 7D | +3.8% | -1.2% | +5.0% | +3.9% |
| 30D | -5.3% | +7.7% | -13.0% | -7.5% |
| 3M | +9.3% | -19.0% | +28.2% | +13.4% |
| 6M | +7.2% | -0.2% | +7.4% | +3.4% |
| YTD | +38.0% | -23.5% | +61.5% | +39.8% |
| 1Y | +33.2% | -9.1% | +42.3% | +27.6% |
| 3Y | +50.3% | +12.0% | +38.3% | +24.6% |
| 5Y | +114.1% | -30.9% | +144.9% | +102.1% |
| All | +142.2% | -45.9% | +188.1% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling