+374.8%
ALL vs ALK
-41.7%
+416.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -1.9% | +9.0% | -11.0% | -3.6% |
| 30D | +13.8% | -1.6% | +15.4% | +13.9% |
| 3M | -7.0% | -23.2% | +16.2% | -2.7% |
| 6M | +18.0% | -3.9% | +21.9% | +16.8% |
| YTD | +24.2% | -22.6% | +46.8% | +26.8% |
| 1Y | +31.2% | -5.3% | +36.5% | +27.7% |
| 3Y | +107.5% | +18.6% | +89.0% | +79.6% |
| 5Y | +144.8% | -34.4% | +179.2% | +141.6% |
| All | +374.8% | -41.7% | +416.5% | +308.0% |
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