+37,071.1%
ADI vs ALK
+839.9%
+36,231.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | -3.8% | -19.2% | +15.4% | +2.0% |
| 3M | -15.3% | -1.5% | -13.7% | -15.6% |
| 6M | +6.7% | -13.1% | +19.7% | +8.9% |
| YTD | +34.8% | -16.4% | +51.2% | +38.1% |
| 1Y | +49.0% | -33.1% | +82.1% | +62.0% |
| 3Y | +108.1% | +0.6% | +107.5% | +94.5% |
| 5Y | +142.4% | -26.4% | +168.8% | +143.2% |
| 10Y | +589.9% | -34.2% | +624.1% | +546.4% |
| All | +37,071.1% | +839.9% | +36,231.3% | +11,377.4% |
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