+400.5%
AGI vs ALK
-39.2%
+439.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +2.2% | -3.0% | +5.2% | +2.5% |
| 30D | +11.3% | -14.6% | +25.9% | +12.6% |
| 3M | +5.6% | -10.6% | +16.2% | +6.4% |
| 6M | -27.7% | -6.7% | -21.0% | -27.6% |
| YTD | -4.1% | -19.8% | +15.7% | -3.1% |
| 1Y | +13.8% | -35.2% | +49.0% | +16.0% |
| 3Y | +217.0% | +1.4% | +215.7% | +211.9% |
| 5Y | +404.3% | -30.7% | +435.0% | +399.1% |
| 10Y | +400.5% | -37.4% | +437.9% | +354.6% |
| All | +400.5% | -39.2% | +439.7% | +354.6% |
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