+558.0%
ALK vs MKTX
+1,446.2%
-888.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -19.2% | +1.1% | -20.3% | -19.5% |
| 3M | -1.5% | +36.1% | -37.6% | -11.5% |
| 6M | -13.1% | -12.9% | -0.2% | -11.0% |
| YTD | -16.4% | -8.5% | -7.9% | -16.1% |
| 1Y | -33.1% | -7.5% | -25.5% | -33.2% |
| 3Y | +0.6% | -28.3% | +29.0% | +3.9% |
| 5Y | -26.4% | -63.3% | +36.9% | -8.8% |
| 10Y | -34.2% | +4.5% | -38.7% | -48.5% |
| All | +558.0% | +1,446.2% | -888.2% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling