+120.2%
AG vs ALK
-35.5%
+155.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | +0.1% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | +12.9% | -18.5% | +31.3% | +21.4% |
| 3M | +20.9% | -3.6% | +24.5% | +21.4% |
| 6M | -19.5% | -3.7% | -15.8% | -20.4% |
| YTD | +24.8% | -19.0% | +43.8% | +30.6% |
| 1Y | +120.2% | -36.0% | +156.3% | +115.0% |
| All | +120.2% | -35.5% | +155.8% | +115.0% |
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