+229.8%
ALNY vs ALK
-45.9%
+275.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.8% | +5.6% |
| 7D | +5.8% | -1.2% | +7.0% | +6.0% |
| 30D | -26.5% | +7.7% | -34.2% | -27.8% |
| 3M | -27.3% | -19.0% | -8.3% | -24.8% |
| 6M | -43.4% | -0.2% | -43.2% | -44.2% |
| YTD | -58.5% | -23.5% | -35.0% | -57.3% |
| 1Y | -63.6% | -9.1% | -54.5% | -64.0% |
| 3Y | 0.0% | +12.0% | -12.0% | -8.7% |
| 5Y | -3.4% | -30.9% | +27.4% | -4.4% |
| All | +229.8% | -45.9% | +275.7% | +274.7% |
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