+176.7%
ALLY vs ALK
-41.4%
+218.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | -2.8% | +2.6% | -5.3% | -4.2% |
| 30D | +1.9% | +7.8% | -5.9% | -2.7% |
| 3M | -12.1% | -15.2% | +3.1% | -5.6% |
| 6M | -9.0% | +5.0% | -14.0% | -14.2% |
| YTD | -12.9% | -18.4% | +5.5% | -8.6% |
| 1Y | -0.1% | -2.4% | +2.3% | -5.2% |
| 3Y | +64.6% | +19.8% | +44.8% | +24.5% |
| 5Y | -10.1% | -27.8% | +17.7% | -9.6% |
| 10Y | +176.7% | -42.0% | +218.6% | +126.3% |
| All | +176.7% | -41.4% | +218.1% | +126.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling