+95.5%
APA vs ALK
-3.2%
+98.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.1% |
| 7D | +5.1% | +2.6% | +2.5% | +6.1% |
| 30D | +0.3% | +7.8% | -7.5% | +4.4% |
| 3M | +15.6% | -15.2% | +30.9% | +10.5% |
| 6M | +28.9% | +5.0% | +23.9% | +34.7% |
| YTD | +96.6% | -18.4% | +115.0% | +107.2% |
| 1Y | +95.5% | -2.4% | +97.9% | +93.6% |
| All | +95.5% | -3.2% | +98.7% | +93.6% |
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