+57.5%
AG vs ALK
-38.6%
+96.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.3% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +12.9% | -18.5% | +31.3% | +18.3% |
| 3M | +20.9% | -3.6% | +24.5% | +21.4% |
| 6M | -19.5% | -3.7% | -15.8% | -19.5% |
| YTD | +24.8% | -19.0% | +43.8% | +29.6% |
| 1Y | +120.2% | -36.0% | +156.3% | +139.7% |
| 3Y | +279.0% | +2.3% | +276.7% | +257.3% |
| 5Y | +67.9% | -27.8% | +95.7% | +67.0% |
| 10Y | +57.5% | -39.0% | +96.5% | +27.7% |
| All | +57.5% | -38.6% | +96.1% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling