+66.3%
AA vs ALK
-41.7%
+108.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | +0.9% | +9.0% | -8.2% | -3.9% |
| 30D | -6.7% | -1.6% | -5.0% | -6.6% |
| 3M | -16.3% | -23.2% | +6.8% | -5.4% |
| 6M | -37.1% | -3.9% | -33.2% | -38.5% |
| YTD | -25.0% | -22.6% | -2.4% | -20.6% |
| 1Y | +8.6% | -5.3% | +13.9% | +2.0% |
| 3Y | +57.2% | +18.6% | +38.7% | +17.8% |
| 5Y | -13.0% | -34.4% | +21.4% | -9.9% |
| All | +66.3% | -41.7% | +108.1% | +74.9% |
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