+248.5%
ALAB vs ALK
+9.6%
+238.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -7.5% | +12.9% | -20.4% | -12.3% |
| 30D | -36.8% | +5.5% | -42.4% | -38.6% |
| 3M | -31.9% | -12.1% | -19.8% | -27.9% |
| 6M | +8.2% | +1.7% | +6.5% | +6.6% |
| YTD | +29.9% | -17.4% | +47.4% | +38.8% |
| 1Y | +24.4% | -1.9% | +26.4% | +23.5% |
| All | +248.5% | +9.6% | +238.9% | +249.5% |
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