+930.0%
APH vs ALK
-45.9%
+975.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.3% |
| 7D | +4.9% | -1.2% | +6.1% | +5.2% |
| 30D | -5.4% | +7.7% | -13.1% | -7.8% |
| 3M | -5.5% | -19.0% | +13.5% | -0.4% |
| 6M | +25.9% | -0.2% | +26.1% | +24.2% |
| YTD | +16.4% | -23.5% | +39.9% | +22.0% |
| 1Y | +16.5% | -9.1% | +25.6% | +16.0% |
| 3Y | +270.9% | +12.0% | +258.8% | +229.0% |
| 5Y | +289.5% | -30.9% | +320.3% | +289.3% |
| All | +930.0% | -45.9% | +975.9% | +860.6% |
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