+207.4%
ALAB vs ALK
+2.8%
+204.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.6% | +6.0% |
| 7D | -26.3% | +9.0% | -35.3% | -29.6% |
| 30D | -50.1% | -1.6% | -48.5% | -50.0% |
| 3M | -42.5% | -23.2% | -19.3% | -35.4% |
| 6M | -10.8% | -3.9% | -7.0% | -10.1% |
| YTD | +14.6% | -22.6% | +37.2% | +25.8% |
| 1Y | +17.1% | -5.3% | +22.4% | +18.0% |
| All | +207.4% | +2.8% | +204.7% | +216.9% |
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