-17.4%
AA vs ALK
-31.3%
+14.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.1% |
| 7D | +0.5% | -1.2% | +1.7% | +1.0% |
| 30D | -0.6% | +7.7% | -8.3% | -4.2% |
| 3M | -19.7% | -19.0% | -0.7% | -13.1% |
| 6M | -41.6% | -0.2% | -41.4% | -43.5% |
| YTD | -24.6% | -23.5% | -1.1% | -19.8% |
| 1Y | +4.9% | -9.1% | +14.0% | +1.8% |
| 3Y | +66.8% | +12.0% | +54.8% | +32.5% |
| All | -17.4% | -31.3% | +14.0% | -17.9% |
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 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