+189.7%
ALLY vs ALK
-41.7%
+231.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +0.9% | +9.0% | -8.1% | -3.7% |
| 30D | +3.1% | -1.6% | +4.7% | +3.3% |
| 3M | -12.6% | -23.2% | +10.6% | -1.1% |
| 6M | -12.4% | -3.9% | -8.6% | -13.4% |
| YTD | -13.2% | -22.6% | +9.4% | -6.2% |
| 1Y | +1.8% | -5.3% | +7.1% | -1.8% |
| 3Y | +58.0% | +18.6% | +39.4% | +19.8% |
| 5Y | -8.4% | -34.4% | +26.0% | -3.0% |
| All | +189.7% | -41.7% | +231.4% | +133.3% |
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