-13.7%
ALB vs ALK
+15.2%
-28.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.2% | +6.8% | +4.4% |
| 7D | +5.5% | +7.1% | -1.6% | +3.4% |
| 30D | -7.5% | -3.0% | -4.5% | -7.0% |
| 3M | -16.9% | -25.6% | +8.7% | -10.7% |
| 6M | -49.2% | +0.5% | -49.7% | -50.4% |
| YTD | -29.9% | -23.1% | -6.8% | -26.9% |
| 1Y | +8.2% | -7.5% | +15.7% | +5.3% |
| All | -13.7% | +15.2% | -28.9% | -35.4% |
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