+27.2%
APA vs ALK
+16.0%
+11.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.6% |
| 7D | -15.5% | +9.0% | -24.6% | -15.7% |
| 30D | +2.4% | -1.6% | +4.0% | +2.6% |
| 3M | +22.8% | -23.2% | +46.0% | +24.6% |
| 6M | +17.9% | -3.9% | +21.8% | +15.7% |
| YTD | +87.7% | -22.6% | +110.3% | +90.2% |
| 1Y | +94.2% | -5.3% | +99.5% | +83.9% |
| 3Y | +27.2% | +18.6% | +8.6% | +14.4% |
| All | +27.2% | +16.0% | +11.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling