+74.0%
ALB vs ALK
-35.2%
+109.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -6.0% | -5.0% |
| 7D | -8.1% | -0.7% | -7.4% | -7.9% |
| 30D | +6.3% | -19.2% | +25.5% | +14.3% |
| 3M | -23.6% | -1.5% | -22.0% | -24.4% |
| 6M | -24.6% | -13.1% | -11.6% | -23.4% |
| YTD | -10.3% | -16.4% | +6.2% | -8.2% |
| 1Y | +61.5% | -33.1% | +94.5% | +78.4% |
| 3Y | -34.0% | +0.6% | -34.6% | -42.0% |
| 5Y | -44.6% | -26.4% | -18.2% | -45.8% |
| All | +74.0% | -35.2% | +109.2% | +54.1% |
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