+1,016.4%
ALK vs SPY
+3,091.8%
-2,075.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -19.2% | +0.1% | -19.3% | -19.3% |
| 3M | -1.5% | +2.0% | -3.5% | -3.4% |
| 6M | -13.1% | +13.0% | -26.1% | -23.5% |
| YTD | -16.4% | +13.5% | -30.0% | -26.7% |
| 1Y | -33.1% | +20.0% | -53.0% | -44.9% |
| 3Y | +0.6% | +77.2% | -76.6% | -46.0% |
| 5Y | -26.4% | +81.9% | -108.3% | -61.4% |
| 10Y | -34.2% | +314.1% | -348.2% | -85.6% |
| All | +1,016.4% | +3,091.8% | -2,075.4% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling