-6.8%
ALLY vs ALK
-33.9%
+27.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | +0.1% |
| 7D | -1.1% | +7.1% | -8.2% | -4.3% |
| 30D | +4.2% | -3.0% | +7.2% | +5.1% |
| 3M | -12.4% | -25.6% | +13.2% | -0.7% |
| 6M | -8.7% | +0.5% | -9.2% | -11.4% |
| YTD | -11.6% | -23.1% | +11.4% | -4.7% |
| 1Y | +0.2% | -7.5% | +7.7% | -1.9% |
| 3Y | +57.1% | +15.3% | +41.8% | +16.1% |
| 5Y | -6.8% | -34.8% | +28.0% | -1.4% |
| All | -6.8% | -33.9% | +27.1% | -1.4% |
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