+69.8%
APA vs ALK
-34.8%
+104.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.6% |
| 7D | -15.5% | +9.0% | -24.6% | -16.7% |
| 30D | +2.4% | -1.6% | +4.0% | +2.4% |
| 3M | +22.8% | -23.2% | +46.0% | +27.2% |
| 6M | +17.9% | -3.9% | +21.8% | +14.6% |
| YTD | +87.7% | -22.6% | +110.3% | +89.0% |
| 1Y | +94.2% | -5.3% | +99.5% | +81.2% |
| 3Y | +27.2% | +18.6% | +8.6% | +2.5% |
| All | +69.8% | -34.8% | +104.6% | +68.4% |
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 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