-34.2%
ALB vs ALK
+2.1%
-36.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -6.0% | -4.9% |
| 7D | -8.1% | -0.7% | -7.4% | -7.9% |
| 30D | +6.3% | -19.2% | +25.5% | +12.5% |
| 3M | -23.6% | -1.5% | -22.0% | -24.3% |
| 6M | -24.6% | -13.1% | -11.6% | -23.4% |
| YTD | -10.3% | -16.4% | +6.2% | -8.1% |
| 1Y | +61.5% | -33.1% | +94.5% | +78.4% |
| All | -34.2% | +2.1% | -36.2% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling