+38.6%
ALB vs ALK
-45.9%
+84.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -5.8% | -1.2% | -4.6% | -5.5% |
| 30D | -4.5% | +7.7% | -12.2% | -7.6% |
| 3M | -28.1% | -19.0% | -9.1% | -23.2% |
| 6M | -53.2% | -0.2% | -53.0% | -54.5% |
| YTD | -33.3% | -23.5% | -9.8% | -30.1% |
| 1Y | -17.4% | -9.1% | -8.3% | -19.6% |
| 3Y | -14.1% | +12.0% | -26.2% | -28.8% |
| 5Y | -64.0% | -30.9% | -33.2% | -64.1% |
| All | +38.6% | -45.9% | +84.5% | +38.0% |
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 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