-33.1%
ALK vs MKTX
-8.5%
-24.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | -19.2% | +1.1% | -20.3% | -19.2% |
| 3M | -1.5% | +36.1% | -37.6% | -1.8% |
| 6M | -13.1% | -12.9% | -0.2% | -14.6% |
| YTD | -16.4% | -8.5% | -7.9% | -17.0% |
| 1Y | -33.1% | -7.5% | -25.5% | -34.5% |
| All | -33.1% | -8.5% | -24.6% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling