+2,233.8%
ALB vs ALK
+883.7%
+1,350.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.2% | +6.8% | +4.5% |
| 7D | +5.5% | +7.1% | -1.6% | +3.2% |
| 30D | -7.5% | -3.0% | -4.5% | -7.0% |
| 3M | -16.9% | -25.6% | +8.7% | -10.3% |
| 6M | -49.2% | +0.5% | -49.7% | -50.3% |
| YTD | -29.9% | -23.1% | -6.8% | -27.1% |
| 1Y | +8.2% | -7.5% | +15.7% | +6.2% |
| 3Y | -19.4% | +15.3% | -34.7% | -28.5% |
| 5Y | -61.6% | -34.8% | -26.8% | -60.1% |
| 10Y | +34.6% | -41.2% | +75.8% | +32.7% |
| All | +2,233.8% | +883.7% | +1,350.1% | +866.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling