+1,364.9%
BP vs ALK
+765.2%
+599.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.5% |
| 7D | -11.2% | +7.1% | -18.3% | -12.3% |
| 30D | -0.7% | -3.0% | +2.3% | -0.6% |
| 3M | +9.8% | -25.6% | +35.5% | +13.8% |
| 6M | -1.6% | +0.5% | -2.1% | -3.6% |
| YTD | +33.5% | -23.1% | +56.5% | +34.6% |
| 1Y | +31.7% | -7.5% | +39.3% | +28.7% |
| 3Y | +45.1% | +15.3% | +29.8% | +33.0% |
| 5Y | +105.9% | -34.8% | +140.7% | +103.7% |
| 10Y | +134.4% | -41.2% | +175.6% | +124.5% |
| All | +1,364.9% | +765.2% | +599.7% | +840.0% |
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 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