+91.0%
ALLE vs ALK
+15.2%
+75.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.3% |
| 7D | 0.0% | +7.1% | -7.0% | -1.3% |
| 30D | +20.6% | -3.0% | +23.6% | +21.0% |
| 3M | +11.4% | -25.6% | +37.1% | +17.2% |
| 6M | +42.5% | +0.5% | +42.1% | +41.6% |
| YTD | +18.9% | -23.1% | +41.9% | +22.1% |
| 1Y | +14.2% | -7.5% | +21.7% | +13.4% |
| All | +91.0% | +15.2% | +75.7% | +69.2% |
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 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