+107.5%
ALL vs ALK
+16.0%
+91.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.5% |
| 7D | -1.9% | +9.0% | -11.0% | -2.3% |
| 30D | +13.8% | -1.6% | +15.4% | +13.7% |
| 3M | -7.0% | -23.2% | +16.2% | -6.3% |
| 6M | +18.0% | -3.9% | +21.9% | +17.5% |
| YTD | +24.2% | -22.6% | +46.8% | +24.8% |
| 1Y | +31.2% | -5.3% | +36.5% | +29.7% |
| 3Y | +107.5% | +18.6% | +89.0% | +107.3% |
| All | +107.5% | +16.0% | +91.6% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling