+869.4%
APA vs ALK
+765.2%
+104.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -1.6% |
| 7D | -15.6% | +7.1% | -22.6% | -17.0% |
| 30D | -0.9% | -3.0% | +2.1% | -0.9% |
| 3M | +26.1% | -25.6% | +51.7% | +32.1% |
| 6M | +6.1% | +0.5% | +5.6% | +2.5% |
| YTD | +82.8% | -23.1% | +105.9% | +82.9% |
| 1Y | +106.5% | -7.5% | +114.0% | +97.9% |
| 3Y | +21.9% | +15.3% | +6.6% | +8.9% |
| 5Y | +69.7% | -34.8% | +104.4% | +68.7% |
| 10Y | 0.0% | -41.2% | +41.1% | -1.4% |
| All | +869.4% | +765.2% | +104.2% | +526.3% |
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