+3,701.6%
ALNY vs ALK
+807.8%
+2,893.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | +12.2% | -0.7% | +12.9% | +12.4% |
| 30D | +16.3% | -19.2% | +35.6% | +23.0% |
| 3M | -12.4% | -1.5% | -10.8% | -13.0% |
| 6M | -18.7% | -13.1% | -5.6% | -17.5% |
| YTD | -33.1% | -16.4% | -16.7% | -31.8% |
| 1Y | -41.3% | -33.1% | -8.3% | -36.9% |
| 3Y | +32.3% | +0.6% | +31.7% | +20.6% |
| 5Y | +34.8% | -26.4% | +61.2% | +31.4% |
| 10Y | +284.7% | -34.2% | +318.9% | +242.4% |
| All | +3,701.6% | +807.8% | +2,893.8% | +1,417.0% |
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