+98.3%
AGG vs ALK
+580.0%
-481.7%
-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% | -1.5% | +0.1% |
| 7D | -0.2% | -0.7% | +0.5% | -0.2% |
| 30D | -0.4% | -19.2% | +18.8% | -0.4% |
| 3M | -0.7% | -1.5% | +0.9% | -0.7% |
| 6M | -1.5% | -13.1% | +11.5% | -1.6% |
| YTD | -0.3% | -16.4% | +16.2% | -0.3% |
| 1Y | +1.3% | -33.1% | +34.4% | +1.2% |
| 3Y | +13.2% | +0.6% | +12.6% | +13.4% |
| 5Y | -1.4% | -26.4% | +25.0% | -1.4% |
| 10Y | +14.9% | -34.2% | +49.0% | +14.9% |
| All | +98.3% | +580.0% | -481.7% | +113.5% |
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