+5.8%
APA vs ALK
+2.1%
+3.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.3% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +23.4% | -19.2% | +42.6% | +24.9% |
| 3M | +12.7% | -1.5% | +14.2% | +11.3% |
| 6M | +39.4% | -13.1% | +52.5% | +40.5% |
| YTD | +79.0% | -16.4% | +95.4% | +80.6% |
| 1Y | +88.8% | -33.1% | +121.9% | +102.5% |
| All | +5.8% | +2.1% | +3.7% | -5.9% |
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