+1,335.7%
BP vs ALK
+839.9%
+495.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +3.9% | -0.7% | +4.6% | +4.0% |
| 30D | +7.6% | -19.2% | +26.8% | +10.8% |
| 3M | +0.7% | -1.5% | +2.2% | -0.1% |
| 6M | +15.5% | -13.1% | +28.5% | +15.3% |
| YTD | +30.8% | -16.4% | +47.3% | +31.1% |
| 1Y | +34.3% | -33.1% | +67.4% | +38.7% |
| 3Y | +35.1% | +0.6% | +34.4% | +27.1% |
| 5Y | +126.8% | -26.4% | +153.2% | +121.2% |
| 10Y | +123.4% | -34.2% | +157.5% | +111.6% |
| All | +1,335.7% | +839.9% | +495.8% | +814.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling