+18.6%
ALK vs SPY
+75.1%
-56.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.1% |
| 7D | +9.0% | -2.7% | +11.7% | +13.9% |
| 30D | -1.6% | -5.4% | +3.8% | +7.6% |
| 3M | -23.2% | -4.1% | -19.1% | -17.8% |
| 6M | -3.9% | +0.7% | -4.6% | -4.6% |
| YTD | -22.6% | +8.7% | -31.3% | -31.2% |
| 1Y | -5.3% | +10.9% | -16.2% | -18.1% |
| 3Y | +18.6% | +75.0% | -56.4% | -57.0% |
| All | +18.6% | +75.1% | -56.5% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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