+19,143.8%
AFL vs ALK
+839.9%
+18,303.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -6.2% | -19.2% | +13.1% | -1.0% |
| 3M | +2.2% | -1.5% | +3.7% | +1.4% |
| 6M | +5.3% | -13.1% | +18.3% | +6.3% |
| YTD | +8.0% | -16.4% | +24.4% | +9.3% |
| 1Y | +10.2% | -33.1% | +43.3% | +17.6% |
| 3Y | +67.1% | +0.6% | +66.5% | +50.8% |
| 5Y | +135.6% | -26.4% | +162.0% | +125.9% |
| 10Y | +299.4% | -34.2% | +333.5% | +265.9% |
| All | +19,143.8% | +839.9% | +18,303.9% | +6,315.6% |
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