+95.8%
AGG vs ALK
+522.4%
-426.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | -0.1% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | +0.6% | +7.7% | -7.1% | +0.7% |
| 3M | -1.6% | -19.0% | +17.4% | -1.7% |
| 6M | -1.6% | -0.2% | -1.4% | -1.6% |
| YTD | -1.5% | -23.5% | +22.0% | -1.6% |
| 1Y | -1.1% | -9.1% | +8.0% | -1.1% |
| 3Y | +13.6% | +12.0% | +1.6% | +13.9% |
| 5Y | -1.7% | -30.9% | +29.2% | -1.7% |
| 10Y | +16.1% | -45.6% | +61.7% | +16.0% |
| All | +95.8% | +522.4% | -426.6% | +110.8% |
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