+3,716.0%
ALL vs ALK
+1,068.7%
+2,647.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.7% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -1.5% | -19.2% | +17.7% | +2.7% |
| 3M | +23.6% | -1.5% | +25.1% | +22.7% |
| 6M | +22.3% | -13.1% | +35.4% | +23.1% |
| YTD | +26.5% | -16.4% | +42.9% | +27.7% |
| 1Y | +27.0% | -33.1% | +60.1% | +33.6% |
| 3Y | +149.6% | +0.6% | +149.0% | +129.7% |
| 5Y | +118.1% | -26.4% | +144.5% | +110.6% |
| 10Y | +369.0% | -34.2% | +403.1% | +328.0% |
| All | +3,716.0% | +1,068.7% | +2,647.2% | +1,606.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling