-62.0%
ALNY vs ALK
-1.1%
-60.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.8% | -8.0% | -0.3% |
| 7D | -30.7% | +12.4% | -43.1% | -31.8% |
| 30D | -26.7% | +2.1% | -28.8% | -27.0% |
| 3M | -26.4% | -23.9% | -2.6% | -23.8% |
| 6M | -45.9% | +8.2% | -54.2% | -47.0% |
| YTD | -59.5% | -20.5% | -39.0% | -59.3% |
| 1Y | -62.0% | -1.0% | -60.9% | -61.6% |
| All | -62.0% | -1.1% | -60.9% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling