+53.6%
AA vs ALK
-37.5%
+91.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.1% | -1.3% | +2.0% |
| 7D | +4.8% | +8.9% | -4.1% | +0.1% |
| 30D | -0.6% | +5.9% | -6.6% | -4.3% |
| 3M | -16.3% | -16.5% | +0.3% | -9.3% |
| 6M | -33.4% | +2.1% | -35.5% | -36.9% |
| YTD | -20.7% | -17.1% | -3.6% | -19.0% |
| 1Y | +12.9% | -2.9% | +15.8% | +5.0% |
| 3Y | +75.7% | +24.5% | +51.2% | +28.6% |
| 5Y | -6.8% | -29.1% | +22.3% | -7.3% |
| 10Y | +53.6% | -39.1% | +92.8% | +51.9% |
| All | +53.6% | -37.5% | +91.1% | +51.9% |
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