+31.4%
ALB vs ALK
-41.7%
+73.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +9.1% | +9.0% | 0.0% | +5.4% |
| 30D | -3.4% | -1.6% | -1.8% | -3.3% |
| 3M | -20.6% | -23.2% | +2.6% | -13.5% |
| 6M | -48.2% | -3.9% | -44.3% | -48.8% |
| YTD | -29.2% | -22.6% | -6.7% | -26.0% |
| 1Y | +10.0% | -5.3% | +15.3% | +5.6% |
| 3Y | -12.9% | +18.6% | -31.5% | -29.3% |
| 5Y | -61.3% | -34.4% | -26.9% | -60.6% |
| All | +31.4% | -41.7% | +73.1% | +38.6% |
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