-63.6%
ALNY vs ALK
-10.2%
-53.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.8% | +5.5% |
| 7D | +5.8% | -1.2% | +7.0% | +5.9% |
| 30D | -26.5% | +7.7% | -34.2% | -27.3% |
| 3M | -27.3% | -19.0% | -8.3% | -25.4% |
| 6M | -43.4% | -0.2% | -43.2% | -43.9% |
| YTD | -58.5% | -23.5% | -35.0% | -58.3% |
| 1Y | -63.6% | -9.1% | -54.5% | -63.5% |
| All | -63.6% | -10.2% | -53.4% | -63.5% |
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