+127.7%
BP vs ALK
-37.5%
+165.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -1.4% |
| 7D | -6.9% | +8.9% | -15.8% | -8.8% |
| 30D | -3.6% | +5.9% | -9.5% | -5.4% |
| 3M | +8.4% | -16.5% | +25.0% | +11.9% |
| 6M | +5.3% | +2.1% | +3.2% | +1.3% |
| YTD | +33.2% | -17.1% | +50.3% | +32.6% |
| 1Y | +28.2% | -2.9% | +31.0% | +21.2% |
| 3Y | +49.2% | +24.5% | +24.8% | +20.6% |
| 5Y | +102.9% | -29.1% | +132.0% | +92.3% |
| 10Y | +127.7% | -39.1% | +166.8% | +89.7% |
| All | +127.7% | -37.5% | +165.1% | +89.7% |
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 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