+400.4%
ALAB vs ALK
+11.0%
+389.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.5% | +8.2% | +9.0% |
| 7D | +7.2% | -0.7% | +7.9% | +7.6% |
| 30D | -2.5% | -19.2% | +16.7% | +7.3% |
| 3M | -13.3% | -1.5% | -11.8% | -13.0% |
| 6M | +172.8% | -13.1% | +185.9% | +183.2% |
| YTD | +86.6% | -16.4% | +103.0% | +98.3% |
| 1Y | +65.2% | -33.1% | +98.2% | +91.7% |
| All | +400.4% | +11.0% | +389.5% | +399.4% |
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