-8.2%
ALLY vs ALK
-34.8%
+26.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +0.9% | +9.0% | -8.1% | -3.2% |
| 30D | +3.1% | -1.6% | +4.7% | +3.4% |
| 3M | -12.6% | -23.2% | +10.6% | -2.3% |
| 6M | -12.4% | -3.9% | -8.6% | -13.2% |
| YTD | -13.2% | -22.6% | +9.4% | -6.6% |
| 1Y | +1.8% | -5.3% | +7.1% | -1.5% |
| 3Y | +58.0% | +18.6% | +39.4% | +14.6% |
| All | -8.2% | -34.8% | +26.6% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling