+103.0%
ALLY vs ALK
+12.5%
+90.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.8% | -5.0% | -0.4% |
| 7D | +2.4% | +12.4% | -10.0% | -3.4% |
| 30D | +5.6% | +2.1% | +3.5% | +4.0% |
| 3M | -11.7% | -23.9% | +12.2% | -0.5% |
| 6M | -7.0% | +8.2% | -15.3% | -13.0% |
| YTD | -10.4% | -20.5% | +10.0% | -4.8% |
| 1Y | +2.4% | -1.0% | +3.4% | -2.8% |
| 3Y | +59.2% | +19.2% | +40.0% | +25.3% |
| 5Y | -5.0% | -28.2% | +23.2% | -3.4% |
| 10Y | +204.5% | -39.2% | +243.6% | +172.4% |
| All | +103.0% | +12.5% | +90.5% | +65.2% |
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