+5,459.2%
AGI vs ALK
+918.5%
+4,540.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -1.9% |
| 7D | +0.6% | -0.7% | +1.3% | +0.6% |
| 30D | +18.2% | -19.2% | +37.5% | +18.5% |
| 3M | -4.1% | -1.5% | -2.6% | -4.1% |
| 6M | -28.7% | -13.1% | -15.7% | -28.8% |
| YTD | -4.0% | -16.4% | +12.4% | -4.0% |
| 1Y | +17.4% | -33.1% | +50.5% | +17.2% |
| 3Y | +203.0% | +0.6% | +202.4% | +203.2% |
| 5Y | +376.7% | -26.4% | +403.0% | +374.6% |
| 10Y | +407.5% | -34.2% | +441.6% | +406.5% |
| All | +5,459.2% | +918.5% | +4,540.7% | +6,482.6% |
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 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