+883.4%
APH vs ALK
-41.7%
+925.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.9% |
| 7D | -5.9% | +9.0% | -15.0% | -8.5% |
| 30D | -14.8% | -1.6% | -13.2% | -14.9% |
| 3M | -12.4% | -23.2% | +10.8% | -6.5% |
| 6M | +8.1% | -3.9% | +11.9% | +7.7% |
| YTD | +10.9% | -22.6% | +33.5% | +15.9% |
| 1Y | +8.8% | -5.3% | +14.1% | +7.1% |
| 3Y | +262.1% | +18.6% | +243.5% | +215.9% |
| 5Y | +283.1% | -34.4% | +317.5% | +288.5% |
| All | +883.4% | -41.7% | +925.1% | +848.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling