+895.0%
APA vs ALK
+770.6%
+124.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -15.5% | +9.0% | -24.6% | -17.2% |
| 30D | +2.4% | -1.6% | +4.0% | +2.1% |
| 3M | +22.8% | -23.2% | +46.0% | +27.8% |
| 6M | +17.9% | -3.9% | +21.8% | +15.2% |
| YTD | +87.7% | -22.6% | +110.3% | +87.5% |
| 1Y | +94.2% | -5.3% | +99.5% | +85.2% |
| 3Y | +27.2% | +18.6% | +8.6% | +13.0% |
| 5Y | +74.1% | -34.4% | +108.5% | +73.0% |
| 10Y | +2.6% | -40.8% | +43.4% | +1.1% |
| All | +895.0% | +770.6% | +124.4% | +542.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling