+20,268.4%
AFL vs ALK
+770.6%
+19,497.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | +0.1% | +9.0% | -8.9% | -2.3% |
| 30D | +10.0% | -1.6% | +11.7% | +10.1% |
| 3M | -1.6% | -23.2% | +21.6% | +4.7% |
| 6M | +10.5% | -3.9% | +14.4% | +9.2% |
| YTD | +14.3% | -22.6% | +36.8% | +17.4% |
| 1Y | +11.4% | -5.3% | +16.7% | +8.0% |
| 3Y | +62.4% | +18.6% | +43.9% | +39.4% |
| 5Y | +144.8% | -34.4% | +179.2% | +141.2% |
| 10Y | +356.2% | -40.8% | +397.0% | +327.8% |
| All | +20,268.4% | +770.6% | +19,497.9% | +6,788.8% |
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