+83.2%
APA vs ALK
-28.6%
+111.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -5.5% | +12.9% | -18.5% | -7.2% |
| 30D | -1.2% | +5.5% | -6.7% | -2.2% |
| 3M | +10.6% | -12.1% | +22.7% | +12.3% |
| 6M | +28.4% | +1.7% | +26.7% | +24.0% |
| YTD | +89.7% | -17.4% | +107.2% | +89.4% |
| 1Y | +90.6% | -1.9% | +92.5% | +78.3% |
| 3Y | +36.9% | +21.2% | +15.6% | +11.4% |
| 5Y | +83.2% | -27.8% | +111.0% | +76.2% |
| All | +83.2% | -28.6% | +111.8% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling