+249.6%
ALAB vs ALK
+10.1%
+239.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +7.1% | +6.6% | +10.4% |
| 7D | -5.6% | +8.9% | -14.5% | -9.1% |
| 30D | -36.6% | +5.9% | -42.6% | -38.5% |
| 3M | -35.1% | -16.5% | -18.6% | -29.7% |
| 6M | +8.5% | +2.1% | +6.4% | +6.7% |
| YTD | +30.4% | -17.1% | +47.5% | +39.0% |
| 1Y | +31.0% | -2.9% | +33.9% | +30.6% |
| All | +249.6% | +10.1% | +239.6% | +250.0% |
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