+112.2%
BP vs ALK
-31.3%
+143.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.1% | +1.5% |
| 7D | +2.5% | +0.9% | +1.6% | +2.4% |
| 30D | -5.6% | +3.3% | -8.9% | -5.9% |
| 3M | +8.0% | -17.6% | +25.6% | +9.5% |
| 6M | +5.7% | +0.8% | +4.8% | +3.7% |
| YTD | +36.8% | -22.4% | +59.2% | +38.4% |
| 1Y | +30.7% | -10.1% | +40.8% | +28.3% |
| 3Y | +51.6% | +14.0% | +37.6% | +34.5% |
| 5Y | +112.2% | -29.8% | +142.0% | +111.0% |
| All | +112.2% | -31.3% | +143.5% | +111.0% |
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