+4.4%
APA vs ALK
-45.1%
+49.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +3.8% |
| 7D | +9.6% | +0.9% | +8.7% | +9.0% |
| 30D | -0.2% | +3.3% | -3.5% | -2.8% |
| 3M | +19.8% | -17.6% | +37.4% | +26.2% |
| 6M | +30.1% | +0.8% | +29.2% | +20.3% |
| YTD | +100.4% | -22.4% | +122.8% | +97.4% |
| 1Y | +105.2% | -10.1% | +115.3% | +86.7% |
| 3Y | +44.6% | +14.0% | +30.6% | +4.5% |
| 5Y | +88.8% | -29.8% | +118.6% | +69.6% |
| All | +4.4% | -45.1% | +49.5% | -10.8% |
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 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