+201.8%
AG vs ALK
+13.2%
+188.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -2.0% |
| 7D | -10.0% | -1.2% | -8.8% | -9.6% |
| 30D | -10.5% | +7.7% | -18.2% | -12.5% |
| 3M | -27.3% | -19.0% | -8.3% | -22.7% |
| 6M | -43.0% | -0.2% | -42.8% | -43.2% |
| YTD | -17.9% | -23.5% | +5.6% | -13.1% |
| 1Y | +11.9% | -9.1% | +21.0% | +13.8% |
| 3Y | +201.8% | +12.0% | +189.8% | +159.4% |
| All | +201.8% | +13.2% | +188.6% | +159.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling