+33.0%
ALB vs ALK
-39.7%
+72.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +5.3% | +12.9% | -7.7% | +0.5% |
| 30D | -6.3% | +5.5% | -11.8% | -8.6% |
| 3M | -27.4% | -12.1% | -15.3% | -24.7% |
| 6M | -53.1% | +1.7% | -54.8% | -54.7% |
| YTD | -32.3% | -17.4% | -14.9% | -30.9% |
| 1Y | -7.3% | -1.9% | -5.4% | -12.2% |
| 3Y | -14.9% | +21.2% | -36.2% | -31.4% |
| 5Y | -62.0% | -27.8% | -34.2% | -62.7% |
| 10Y | +33.0% | -41.0% | +74.0% | +35.7% |
| All | +33.0% | -39.7% | +72.7% | +35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling