-23.3%
ALK vs SUNB
+7.1%
-30.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | +9.0% | -7.9% | +16.9% | +12.6% |
| 30D | -1.6% | +3.0% | -4.7% | -3.2% |
| 3M | -23.2% | -4.4% | -18.8% | -21.9% |
| 6M | -3.9% | +2.0% | -5.9% | -6.0% |
| All | -23.3% | +7.1% | -30.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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