+355.8%
ALLE vs ALK
+16.6%
+339.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | -0.7% |
| 7D | +6.7% | +12.4% | -5.8% | +3.1% |
| 30D | +25.4% | +2.1% | +23.3% | +24.4% |
| 3M | +16.9% | -23.9% | +40.8% | +25.4% |
| 6M | +46.6% | +8.2% | +38.3% | +41.5% |
| YTD | +22.4% | -20.5% | +42.9% | +26.8% |
| 1Y | +17.7% | -1.0% | +18.8% | +14.1% |
| 3Y | +96.3% | +19.2% | +77.2% | +68.4% |
| 5Y | +57.4% | -28.2% | +85.6% | +54.0% |
| 10Y | +241.0% | -39.2% | +280.2% | +206.0% |
| All | +355.8% | +16.6% | +339.2% | +231.1% |
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