+314.7%
A vs ALK
-45.9%
+360.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | 0.0% | +7.7% | -7.7% | -2.0% |
| 3M | +16.7% | -19.0% | +35.7% | +21.6% |
| 6M | +54.8% | -0.2% | +55.0% | +52.6% |
| YTD | +28.8% | -23.5% | +52.3% | +33.2% |
| 1Y | +19.3% | -9.1% | +28.4% | +18.3% |
| 3Y | +65.5% | +12.0% | +53.5% | +50.9% |
| 5Y | +12.1% | -30.9% | +42.9% | +11.7% |
| All | +314.7% | -45.9% | +360.6% | +317.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling