+4,416.0%
AGI vs ALK
+894.0%
+3,522.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.7% |
| 7D | 0.0% | +2.6% | -2.6% | 0.0% |
| 30D | -7.6% | +7.8% | -15.4% | -7.7% |
| 3M | -10.2% | -15.2% | +5.0% | -10.1% |
| 6M | -31.5% | +5.0% | -36.5% | -31.5% |
| YTD | -22.0% | -18.4% | -3.6% | -22.0% |
| 1Y | -7.9% | -2.4% | -5.5% | -7.9% |
| 3Y | +137.6% | +19.8% | +117.8% | +138.4% |
| 5Y | +256.7% | -27.8% | +284.5% | +255.1% |
| 10Y | +405.2% | -42.0% | +447.1% | +402.0% |
| All | +4,416.0% | +894.0% | +3,522.0% | +5,247.3% |
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