-35.5%
ALK vs MKTX
-10.6%
-25.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -13.1% | +0.7% | -13.8% | -13.1% |
| 3M | -11.8% | +40.8% | -52.6% | -11.5% |
| 6M | -0.4% | -8.0% | +7.6% | -3.0% |
| YTD | -18.2% | -8.7% | -9.4% | -19.1% |
| 1Y | -35.5% | -11.8% | -23.7% | -35.7% |
| All | -35.5% | -10.6% | -25.0% | -35.7% |
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