+2.3%
ALK vs MKTX
-24.9%
+27.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | -18.5% | +1.0% | -19.4% | -18.5% |
| 3M | -3.6% | +41.3% | -44.8% | -4.0% |
| 6M | -3.7% | -11.3% | +7.6% | -3.9% |
| YTD | -19.0% | -8.6% | -10.4% | -19.1% |
| 1Y | -36.0% | -11.1% | -25.0% | -36.2% |
| 3Y | +2.3% | -24.5% | +26.8% | +0.8% |
| All | +2.3% | -24.9% | +27.2% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling