+291.9%
AA vs ALK
+839.9%
-548.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.7% | -2.6% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +5.0% | -19.2% | +24.2% | +12.3% |
| 3M | -35.8% | -1.5% | -34.3% | -36.2% |
| 6M | -18.4% | -13.1% | -5.3% | -17.3% |
| YTD | -5.5% | -16.4% | +10.9% | -3.3% |
| 1Y | +61.0% | -33.1% | +94.0% | +76.9% |
| 3Y | +66.2% | +0.6% | +65.6% | +55.7% |
| 5Y | +11.4% | -26.4% | +37.8% | +14.3% |
| 10Y | +116.9% | -34.2% | +151.0% | +122.8% |
| All | +291.9% | +839.9% | -548.0% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling