+13.8%
AFL vs ALK
-5.3%
+19.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +2.1% | +12.9% | -10.8% | +1.8% |
| 30D | +10.6% | +5.5% | +5.0% | +10.3% |
| 3M | +4.4% | -12.1% | +16.5% | +4.2% |
| 6M | +13.1% | +1.7% | +11.4% | +12.6% |
| YTD | +16.6% | -17.4% | +34.1% | +16.4% |
| 1Y | +13.8% | -1.9% | +15.8% | +10.9% |
| All | +13.8% | -5.3% | +19.1% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling