+371.6%
ALL vs ALK
-45.9%
+417.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.6% |
| 7D | +5.0% | -1.2% | +6.2% | +5.2% |
| 30D | +13.3% | +7.7% | +5.6% | +11.4% |
| 3M | +3.2% | -19.0% | +22.2% | +6.8% |
| 6M | +25.3% | -0.2% | +25.6% | +22.9% |
| YTD | +30.5% | -23.5% | +54.0% | +33.3% |
| 1Y | +29.2% | -9.1% | +38.3% | +26.7% |
| 3Y | +119.1% | +12.0% | +107.1% | +92.2% |
| 5Y | +162.6% | -30.9% | +193.5% | +155.1% |
| All | +371.6% | -45.9% | +417.5% | +322.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling