+3,821.1%
ALL vs ALK
+975.9%
+2,845.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.2% |
| 7D | +4.2% | +7.1% | -2.8% | +2.7% |
| 30D | +18.9% | -3.0% | +21.9% | +19.4% |
| 3M | +1.2% | -25.6% | +26.9% | +7.0% |
| 6M | +23.2% | +0.5% | +22.7% | +20.8% |
| YTD | +30.0% | -23.1% | +53.1% | +33.0% |
| 1Y | +39.6% | -7.5% | +47.2% | +36.8% |
| 3Y | +115.2% | +15.3% | +99.9% | +91.4% |
| 5Y | +156.2% | -34.8% | +191.0% | +153.7% |
| 10Y | +398.0% | -41.2% | +439.1% | +364.3% |
| All | +3,821.1% | +975.9% | +2,845.2% | +1,678.0% |
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 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