+0.3%
APA vs ALK
-41.7%
+42.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -15.5% | +9.0% | -24.6% | -18.9% |
| 30D | +2.4% | -1.6% | +4.0% | +1.8% |
| 3M | +22.8% | -23.2% | +46.0% | +32.9% |
| 6M | +17.9% | -3.9% | +21.8% | +11.5% |
| YTD | +87.7% | -22.6% | +110.3% | +85.5% |
| 1Y | +94.2% | -5.3% | +99.5% | +72.2% |
| 3Y | +27.2% | +18.6% | +8.6% | -9.9% |
| 5Y | +74.1% | -34.4% | +108.5% | +63.1% |
| All | +0.3% | -41.7% | +42.0% | -12.3% |
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