+314.5%
A vs ALK
-40.7%
+355.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.4% | +12.9% | -11.6% | -1.4% |
| 30D | +4.3% | +5.5% | -1.2% | +2.7% |
| 3M | +19.8% | -12.1% | +31.9% | +22.5% |
| 6M | +54.4% | +1.7% | +52.7% | +51.6% |
| YTD | +31.7% | -17.4% | +49.1% | +33.9% |
| 1Y | +22.4% | -1.9% | +24.4% | +19.4% |
| 3Y | +67.7% | +21.2% | +46.4% | +50.3% |
| 5Y | +15.7% | -27.8% | +43.5% | +14.2% |
| All | +314.5% | -40.7% | +355.2% | +315.5% |
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 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