+135.7%
BP vs ALK
-41.4%
+177.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.8% |
| 7D | -0.8% | +2.6% | -3.3% | -1.4% |
| 30D | -3.1% | +7.8% | -10.9% | -5.3% |
| 3M | +6.2% | -15.2% | +21.4% | +9.2% |
| 6M | +4.8% | +5.0% | -0.2% | +0.1% |
| YTD | +35.2% | -18.4% | +53.6% | +35.1% |
| 1Y | +27.4% | -2.4% | +29.8% | +20.1% |
| 3Y | +49.8% | +19.8% | +30.0% | +22.4% |
| 5Y | +109.4% | -27.8% | +137.2% | +96.5% |
| 10Y | +135.7% | -42.0% | +177.6% | +99.4% |
| All | +135.7% | -41.4% | +177.1% | +99.4% |
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