+125.0%
BP vs ALK
-38.6%
+163.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +3.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +9.1% | -18.5% | +27.6% | +14.1% |
| 3M | +3.9% | -3.6% | +7.5% | +2.8% |
| 6M | +13.6% | -3.7% | +17.3% | +10.1% |
| YTD | +34.0% | -19.0% | +53.0% | +35.2% |
| 1Y | +39.2% | -36.0% | +75.2% | +49.2% |
| 3Y | +36.4% | +2.3% | +34.1% | +18.2% |
| 5Y | +135.8% | -27.8% | +163.6% | +121.9% |
| 10Y | +125.0% | -39.0% | +164.0% | +76.6% |
| All | +125.0% | -38.6% | +163.6% | +76.6% |
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