+103.9%
BP vs ALK
-34.8%
+138.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -11.6% | +9.0% | -20.7% | -12.2% |
| 30D | 0.0% | -1.6% | +1.7% | +0.1% |
| 3M | +6.7% | -23.2% | +29.9% | +8.8% |
| 6M | +2.2% | -3.9% | +6.0% | +0.9% |
| YTD | +33.0% | -22.6% | +55.6% | +34.5% |
| 1Y | +30.7% | -5.3% | +36.0% | +27.1% |
| 3Y | +44.2% | +18.6% | +25.6% | +26.5% |
| All | +103.9% | -34.8% | +138.7% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling