+133.7%
AFL vs ALK
-28.9%
+162.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.3% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -7.1% | -18.5% | +11.3% | -4.5% |
| 3M | +0.4% | -3.6% | +4.0% | +0.2% |
| 6M | +4.5% | -3.7% | +8.2% | +3.6% |
| YTD | +6.1% | -19.0% | +25.1% | +7.6% |
| 1Y | +10.6% | -36.0% | +46.6% | +16.7% |
| 3Y | +64.0% | +2.3% | +61.7% | +50.7% |
| 5Y | +133.7% | -27.8% | +161.5% | +127.5% |
| All | +133.7% | -28.9% | +162.6% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling