-38.7%
AA vs ALK
+3.8%
-42.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -4.8% |
| 7D | -3.7% | +7.1% | -10.7% | -4.7% |
| 30D | -10.8% | -3.0% | -7.8% | -10.2% |
| 3M | -19.1% | -25.6% | +6.6% | -14.6% |
| 6M | -38.7% | +0.5% | -39.2% | -38.5% |
| All | -38.7% | +3.8% | -42.5% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling