+123.4%
ALLY vs ALK
+18.3%
+105.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.4% |
| 7D | +3.7% | -0.7% | +4.3% | +4.0% |
| 30D | -2.3% | -19.2% | +17.0% | +7.8% |
| 3M | +3.8% | -1.5% | +5.4% | +3.0% |
| 6M | +9.7% | -13.1% | +22.8% | +13.6% |
| YTD | -1.4% | -16.4% | +15.0% | +3.1% |
| 1Y | +8.2% | -33.1% | +41.3% | +25.1% |
| 3Y | +66.5% | +0.6% | +65.9% | +44.6% |
| 5Y | +1.2% | -26.4% | +27.6% | +2.3% |
| 10Y | +191.4% | -34.2% | +225.6% | +154.7% |
| All | +123.4% | +18.3% | +105.2% | +78.9% |
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