+145.0%
ALL vs ALK
-34.8%
+179.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.5% |
| 7D | -1.9% | +9.0% | -11.0% | -2.9% |
| 30D | +13.8% | -1.6% | +15.4% | +13.8% |
| 3M | -7.0% | -23.2% | +16.2% | -4.6% |
| 6M | +18.0% | -3.9% | +21.9% | +17.1% |
| YTD | +24.2% | -22.6% | +46.8% | +25.9% |
| 1Y | +31.2% | -5.3% | +36.5% | +28.6% |
| 3Y | +107.5% | +18.6% | +89.0% | +82.2% |
| All | +145.0% | -34.8% | +179.8% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling