+375.0%
AGI vs ALK
-45.9%
+420.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -10.1% | -1.2% | -8.9% | -10.0% |
| 30D | -6.5% | +7.7% | -14.2% | -7.1% |
| 3M | -12.8% | -19.0% | +6.2% | -11.4% |
| 6M | -34.3% | -0.2% | -34.1% | -34.4% |
| YTD | -25.6% | -23.5% | -2.1% | -24.6% |
| 1Y | -14.2% | -9.1% | -5.1% | -13.9% |
| 3Y | +127.3% | +12.0% | +115.3% | +123.2% |
| 5Y | +241.8% | -30.9% | +272.6% | +239.4% |
| All | +375.0% | -45.9% | +420.9% | +410.4% |
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