+22.2%
A vs ALK
-1.1%
+23.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.8% | -7.8% | -0.3% |
| 7D | -2.4% | +12.4% | -14.8% | -4.2% |
| 30D | +3.6% | +2.1% | +1.5% | +3.2% |
| 3M | +27.5% | -23.9% | +51.3% | +33.6% |
| 6M | +58.5% | +8.2% | +50.2% | +54.8% |
| YTD | +31.2% | -20.5% | +51.7% | +30.3% |
| 1Y | +22.2% | -1.0% | +23.2% | +15.5% |
| All | +22.2% | -1.1% | +23.3% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling