+33.8%
AG vs ALK
-4.9%
+38.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.1% | -2.4% | +1.5% |
| 7D | +10.8% | +8.9% | +1.9% | +6.6% |
| 30D | -8.2% | +5.9% | -14.1% | -10.6% |
| 3M | -13.7% | -16.5% | +2.9% | -7.0% |
| 6M | -27.3% | +2.1% | -29.4% | -29.7% |
| YTD | -4.6% | -17.1% | +12.5% | +0.1% |
| All | +33.8% | -4.9% | +38.8% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling