+16.8%
AGG vs ALK
-45.1%
+61.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | -0.6% |
| 7D | -1.4% | +0.9% | -2.4% | -1.5% |
| 30D | +0.9% | +3.3% | -2.4% | +0.8% |
| 3M | -1.2% | -17.6% | +16.3% | -1.0% |
| 6M | -1.4% | +0.8% | -2.3% | -1.5% |
| YTD | -1.4% | -22.4% | +21.0% | -1.2% |
| 1Y | -1.3% | -10.1% | +8.8% | -1.3% |
| 3Y | +13.8% | +14.0% | -0.2% | +12.9% |
| 5Y | -1.6% | -29.8% | +28.3% | -1.9% |
| All | +16.8% | -45.1% | +61.9% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling