+2,183.6%
ALNY vs ALK
+785.9%
+1,397.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.7% |
| 7D | -0.8% | +2.6% | -3.3% | -1.5% |
| 30D | -29.6% | +7.8% | -37.4% | -31.4% |
| 3M | -27.7% | -15.2% | -12.5% | -25.1% |
| 6M | -43.9% | +5.0% | -48.9% | -45.8% |
| YTD | -59.8% | -18.4% | -41.4% | -59.0% |
| 1Y | -64.6% | -2.4% | -62.2% | -65.8% |
| 3Y | -1.3% | +19.8% | -21.0% | -14.8% |
| 5Y | -7.6% | -27.8% | +20.1% | -9.9% |
| 10Y | +243.5% | -42.0% | +285.4% | +216.1% |
| All | +2,183.6% | +785.9% | +1,397.6% | +810.8% |
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