+19.4%
A vs ALK
-6.6%
+26.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -0.1% | +9.0% | -9.1% | -1.5% |
| 30D | +3.4% | -1.6% | +5.0% | +3.6% |
| 3M | +23.8% | -23.2% | +47.0% | +29.5% |
| 6M | +49.0% | -3.9% | +52.9% | +48.6% |
| YTD | +29.4% | -22.6% | +52.0% | +29.0% |
| 1Y | +19.4% | -5.3% | +24.7% | +14.7% |
| All | +19.4% | -6.6% | +26.0% | +14.7% |
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