+20,692.0%
AFL vs ALK
+828.7%
+19,863.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +2.1% | +12.9% | -10.8% | -1.2% |
| 30D | +10.6% | +5.5% | +5.0% | +8.5% |
| 3M | +4.4% | -12.1% | +16.5% | +7.1% |
| 6M | +13.1% | +1.7% | +11.4% | +10.1% |
| YTD | +16.6% | -17.4% | +34.1% | +17.8% |
| 1Y | +13.8% | -1.9% | +15.8% | +9.3% |
| 3Y | +65.7% | +21.2% | +44.4% | +41.4% |
| 5Y | +153.1% | -27.8% | +180.9% | +143.1% |
| 10Y | +335.9% | -41.0% | +376.9% | +308.8% |
| All | +20,692.0% | +828.7% | +19,863.3% | +6,811.3% |
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