+14.3%
A vs ALK
-31.3%
+45.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | +16.7% | -19.0% | +35.7% | +22.2% |
| 6M | +54.8% | -0.2% | +55.0% | +52.2% |
| YTD | +28.8% | -23.5% | +52.3% | +33.6% |
| 1Y | +19.3% | -9.1% | +28.4% | +17.6% |
| 3Y | +65.5% | +12.0% | +53.5% | +43.3% |
| All | +14.3% | -31.3% | +45.6% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling