+98.6%
APA vs ALK
-8.9%
+107.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +0.1% |
| 7D | +9.6% | +0.9% | +8.7% | +10.1% |
| 30D | -0.2% | +3.3% | -3.5% | +2.1% |
| 3M | +19.8% | -17.6% | +37.4% | +13.5% |
| 6M | +30.1% | +0.8% | +29.2% | +33.5% |
| YTD | +100.4% | -22.4% | +122.8% | +107.6% |
| All | +98.6% | -8.9% | +107.4% | +89.5% |
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