+511.2%
ALK vs MKTX
+1,470.5%
-959.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | +3.3% | +0.9% | +2.4% | +3.0% |
| 3M | -17.6% | +2.5% | -20.1% | -18.2% |
| 6M | +0.8% | +18.6% | -17.8% | -5.7% |
| YTD | -22.4% | -7.1% | -15.3% | -22.4% |
| 1Y | -10.1% | -0.3% | -9.7% | -12.1% |
| 3Y | +14.0% | -22.3% | +36.3% | +15.5% |
| 5Y | -29.8% | -54.5% | +24.7% | -18.7% |
| 10Y | -44.8% | +12.9% | -57.7% | -57.8% |
| All | +511.2% | +1,470.5% | -959.3% | +34.8% |
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 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