+26.0%
AG vs ALK
-5.3%
+31.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.7% |
| 7D | +6.0% | +12.9% | -7.0% | +0.4% |
| 30D | -13.5% | +5.5% | -19.1% | -15.7% |
| 3M | -20.7% | -12.1% | -8.6% | -16.4% |
| 6M | -31.5% | +1.7% | -33.3% | -33.7% |
| YTD | -10.1% | -17.4% | +7.3% | -5.6% |
| 1Y | +26.0% | -1.9% | +27.9% | +22.0% |
| All | +26.0% | -5.3% | +31.3% | +22.0% |
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