+144.8%
AFL vs ALK
-34.8%
+179.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +0.1% | +9.0% | -8.9% | -1.1% |
| 30D | +10.0% | -1.6% | +11.7% | +10.1% |
| 3M | -1.6% | -23.2% | +21.6% | +1.7% |
| 6M | +10.5% | -3.9% | +14.4% | +9.7% |
| YTD | +14.3% | -22.6% | +36.8% | +16.3% |
| 1Y | +11.4% | -5.3% | +16.7% | +9.1% |
| 3Y | +62.4% | +18.6% | +43.9% | +41.9% |
| All | +144.8% | -34.8% | +179.5% | +150.1% |
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