+848.7%
APA vs ALK
+839.9%
+8.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +23.4% | -19.2% | +42.6% | +28.1% |
| 3M | +12.7% | -1.5% | +14.2% | +11.1% |
| 6M | +39.4% | -13.1% | +52.5% | +37.9% |
| YTD | +79.0% | -16.4% | +95.4% | +77.5% |
| 1Y | +88.8% | -33.1% | +121.9% | +95.3% |
| 3Y | +6.4% | +0.6% | +5.7% | -1.6% |
| 5Y | +153.0% | -26.4% | +179.4% | +147.5% |
| 10Y | +7.5% | -34.2% | +41.7% | +4.7% |
| All | +848.7% | +839.9% | +8.9% | +507.8% |
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