+294.5%
AG vs ALK
+323.9%
-29.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +6.3% | +9.0% | -2.7% | +4.8% |
| 30D | -8.9% | -1.6% | -7.3% | -8.7% |
| 3M | -12.2% | -23.2% | +11.0% | -8.5% |
| 6M | -28.3% | -3.9% | -24.4% | -28.1% |
| YTD | -8.8% | -22.6% | +13.8% | -5.7% |
| 1Y | +39.4% | -5.3% | +44.7% | +40.0% |
| 3Y | +229.4% | +18.6% | +210.8% | +213.4% |
| 5Y | +14.5% | -34.4% | +48.9% | +16.8% |
| 10Y | +82.7% | -40.8% | +123.5% | +77.5% |
| All | +294.5% | +323.9% | -29.4% | +265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling