-1.9%
ADI vs ALK
+0.8%
-2.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.9% |
| 7D | +13.4% | +0.9% | +12.5% | +13.2% |
| 30D | -1.3% | +3.3% | -4.6% | -1.5% |
| 3M | +6.8% | -17.6% | +24.4% | +10.4% |
| 6M | -1.9% | +0.8% | -2.7% | -0.3% |
| All | -1.9% | +0.8% | -2.7% | -0.3% |
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