-30.7%
ALK vs MKTX
-61.3%
+30.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.0% | +0.3% | -3.2% | -3.0% |
| 30D | -14.6% | +1.0% | -15.6% | -14.7% |
| 3M | -10.6% | +40.8% | -51.4% | -14.4% |
| 6M | -6.7% | -10.9% | +4.2% | -5.5% |
| YTD | -19.8% | -8.6% | -11.2% | -19.1% |
| 1Y | -35.2% | -11.6% | -23.6% | -34.4% |
| 3Y | +1.4% | -24.5% | +25.9% | +2.3% |
| 5Y | -30.7% | -60.7% | +30.1% | -27.4% |
| All | -30.7% | -61.3% | +30.7% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling