+202.1%
AA vs ALK
+765.2%
-563.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -4.2% |
| 7D | -3.7% | +7.1% | -10.7% | -6.0% |
| 30D | -10.8% | -3.0% | -7.8% | -10.2% |
| 3M | -19.1% | -25.6% | +6.6% | -11.6% |
| 6M | -38.7% | +0.5% | -39.2% | -40.2% |
| YTD | -27.1% | -23.1% | -4.1% | -23.8% |
| 1Y | +8.3% | -7.5% | +15.9% | +6.4% |
| 3Y | +49.6% | +15.3% | +34.2% | +33.1% |
| 5Y | -15.5% | -34.8% | +19.3% | -10.3% |
| 10Y | +60.9% | -41.2% | +102.0% | +70.2% |
| All | +202.1% | +765.2% | -563.1% | +22.6% |
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