+44.7%
BP vs ALK
+15.2%
+29.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -2.1% |
| 7D | -11.2% | +7.1% | -18.3% | -11.1% |
| 30D | -0.7% | -3.0% | +2.3% | -0.6% |
| 3M | +9.8% | -25.6% | +35.5% | +10.2% |
| 6M | -1.6% | +0.5% | -2.1% | -2.7% |
| YTD | +33.5% | -23.1% | +56.5% | +34.9% |
| 1Y | +31.7% | -7.5% | +39.3% | +29.6% |
| All | +44.7% | +15.2% | +29.5% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling