+246.4%
A vs ALK
-35.2%
+281.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.2% |
| 7D | -1.9% | -0.7% | -1.3% | -1.8% |
| 30D | +6.9% | -19.2% | +26.1% | +11.9% |
| 3M | +9.2% | -1.5% | +10.8% | +8.7% |
| 6M | +25.7% | -13.1% | +38.7% | +27.7% |
| YTD | +11.5% | -16.4% | +28.0% | +13.6% |
| 1Y | +18.4% | -33.1% | +51.4% | +26.1% |
| 3Y | +26.6% | +0.6% | +26.0% | +18.7% |
| 5Y | -12.8% | -26.4% | +13.6% | -14.2% |
| All | +246.4% | -35.2% | +281.5% | +218.0% |
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 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