+156.2%
ALL vs ALK
-33.9%
+190.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.5% |
| 7D | +4.2% | +7.1% | -2.8% | +3.4% |
| 30D | +18.9% | -3.0% | +21.9% | +19.1% |
| 3M | +1.2% | -25.6% | +26.9% | +4.2% |
| 6M | +23.2% | +0.5% | +22.7% | +21.5% |
| YTD | +30.0% | -23.1% | +53.1% | +31.9% |
| 1Y | +39.6% | -7.5% | +47.2% | +37.3% |
| 3Y | +115.2% | +15.3% | +99.9% | +90.2% |
| 5Y | +156.2% | -34.8% | +191.0% | +156.2% |
| All | +156.2% | -33.9% | +190.1% | +156.2% |
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