+12.0%
ALK vs MKTX
-22.1%
+34.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | +7.7% | +0.9% | +6.8% | +7.7% |
| 3M | -19.0% | +2.6% | -21.6% | -19.0% |
| 6M | -0.2% | +20.4% | -20.6% | -0.6% |
| YTD | -23.5% | -7.1% | -16.4% | -23.8% |
| 1Y | -9.1% | -2.8% | -6.4% | -9.7% |
| 3Y | +12.0% | -21.7% | +33.8% | -0.9% |
| All | +12.0% | -22.1% | +34.1% | -0.9% |
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