+556.9%
A vs ALK
+349.3%
+207.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.1% |
| 7D | -5.2% | +7.1% | -12.2% | -7.2% |
| 30D | +1.4% | -3.0% | +4.4% | +1.8% |
| 3M | +21.9% | -25.6% | +47.6% | +31.1% |
| 6M | +46.7% | +0.5% | +46.2% | +43.6% |
| YTD | +27.2% | -23.1% | +50.3% | +32.2% |
| 1Y | +17.9% | -7.5% | +25.5% | +16.0% |
| 3Y | +61.1% | +15.3% | +45.8% | +42.0% |
| 5Y | +13.8% | -34.8% | +48.6% | +15.3% |
| 10Y | +318.8% | -41.2% | +360.0% | +285.0% |
| All | +556.9% | +349.3% | +207.6% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling