+144.3%
AGI vs ALK
+23.9%
+120.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.3% |
| 7D | +13.9% | +12.9% | +1.0% | +11.6% |
| 30D | -6.2% | +5.5% | -11.8% | -7.2% |
| 3M | -6.9% | -12.1% | +5.2% | -5.4% |
| 6M | -28.7% | +1.7% | -30.4% | -29.4% |
| YTD | -19.8% | -17.4% | -2.4% | -19.1% |
| 1Y | -4.8% | -1.9% | -2.9% | -5.4% |
| 3Y | +144.3% | +21.2% | +123.1% | +123.4% |
| All | +144.3% | +23.9% | +120.4% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling