+57.2%
AA vs ALK
+16.0%
+41.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +0.9% | +9.0% | -8.2% | -2.3% |
| 30D | -6.7% | -1.6% | -5.0% | -6.4% |
| 3M | -16.3% | -23.2% | +6.8% | -8.7% |
| 6M | -37.1% | -3.9% | -33.2% | -37.9% |
| YTD | -25.0% | -22.6% | -2.4% | -20.6% |
| 1Y | +8.6% | -5.3% | +13.9% | +4.3% |
| 3Y | +57.2% | +18.6% | +38.7% | +27.7% |
| All | +57.2% | +16.0% | +41.3% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling