+234.5%
ALNY vs ALK
-37.3%
+271.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.9% |
| 7D | -6.4% | -3.1% | -3.3% | -5.8% |
| 30D | +11.9% | -17.1% | +29.0% | +16.0% |
| 3M | -15.0% | -3.8% | -11.2% | -15.0% |
| 6M | -23.2% | -5.3% | -18.0% | -23.6% |
| YTD | -37.8% | -20.3% | -17.5% | -36.2% |
| 1Y | -47.3% | -36.0% | -11.3% | -43.8% |
| 3Y | +22.9% | +0.8% | +22.1% | +15.0% |
| 5Y | +30.6% | -28.5% | +59.1% | +28.8% |
| All | +234.5% | -37.3% | +271.8% | +228.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling