+127.0%
BP vs ALK
-39.7%
+166.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -6.3% | +12.9% | -19.3% | -9.0% |
| 30D | -3.6% | +5.5% | -9.1% | -5.3% |
| 3M | +5.2% | -12.1% | +17.3% | +7.3% |
| 6M | +5.3% | +1.7% | +3.6% | +1.4% |
| YTD | +33.1% | -17.4% | +50.5% | +32.7% |
| 1Y | +26.3% | -1.9% | +28.2% | +19.0% |
| 3Y | +47.5% | +21.2% | +26.3% | +20.2% |
| 5Y | +106.2% | -27.8% | +134.0% | +93.9% |
| 10Y | +127.0% | -41.0% | +168.0% | +89.2% |
| All | +127.0% | -39.7% | +166.7% | +89.2% |
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