+71.7%
AG vs ALK
-37.5%
+109.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.1% | -2.4% | +2.9% |
| 7D | +10.8% | +8.9% | +1.9% | +8.6% |
| 30D | -8.2% | +5.9% | -14.1% | -9.5% |
| 3M | -13.7% | -16.5% | +2.9% | -10.1% |
| 6M | -27.3% | +2.1% | -29.4% | -28.1% |
| YTD | -4.6% | -17.1% | +12.5% | -1.5% |
| 1Y | +39.4% | -2.9% | +42.2% | +38.8% |
| 3Y | +244.1% | +24.5% | +219.6% | +211.0% |
| 5Y | +16.8% | -29.1% | +45.9% | +16.6% |
| 10Y | +71.7% | -39.1% | +110.8% | +40.9% |
| All | +71.7% | -37.5% | +109.2% | +40.9% |
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