+40.8%
ALB vs ALK
-37.5%
+78.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -2.7% |
| 7D | +9.5% | +8.9% | +0.5% | +5.8% |
| 30D | -2.1% | +5.9% | -8.1% | -4.7% |
| 3M | -24.1% | -16.5% | -7.6% | -19.9% |
| 6M | -51.0% | +2.1% | -53.1% | -52.7% |
| YTD | -29.3% | -17.1% | -12.2% | -28.0% |
| 1Y | +3.2% | -2.9% | +6.0% | -1.9% |
| 3Y | -9.3% | +24.5% | -33.8% | -27.7% |
| 5Y | -61.6% | -29.1% | -32.5% | -62.0% |
| 10Y | +40.8% | -39.1% | +79.9% | +43.0% |
| All | +40.8% | -37.5% | +78.3% | +43.0% |
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