+37,205.6%
ADI vs ALK
+770.6%
+36,435.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -12.8% | +9.0% | -21.9% | -15.2% |
| 30D | -11.3% | -1.6% | -9.7% | -11.4% |
| 3M | -3.4% | -23.2% | +19.8% | +3.4% |
| 6M | -12.0% | -3.9% | -8.1% | -12.7% |
| YTD | +35.3% | -22.6% | +57.8% | +40.9% |
| 1Y | +58.1% | -5.3% | +63.4% | +55.2% |
| 3Y | +127.4% | +18.6% | +108.8% | +102.2% |
| 5Y | +114.6% | -34.4% | +149.0% | +121.7% |
| 10Y | +589.3% | -40.8% | +630.1% | +563.0% |
| All | +37,205.6% | +770.6% | +36,435.0% | +11,609.9% |
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 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