+388.8%
AGI vs ALK
-28.9%
+417.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.9% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | +10.0% | -18.5% | +28.4% | +13.2% |
| 3M | +1.7% | -3.6% | +5.3% | +1.9% |
| 6M | -26.8% | -3.7% | -23.1% | -26.9% |
| YTD | -5.3% | -19.0% | +13.7% | -3.8% |
| 1Y | +11.5% | -36.0% | +47.5% | +15.7% |
| 3Y | +212.9% | +2.3% | +210.6% | +196.8% |
| 5Y | +388.8% | -27.8% | +416.5% | +366.6% |
| All | +388.8% | -28.9% | +417.6% | +366.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling