+3.9%
APH vs ALK
-4.4%
+8.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -8.5% |
| 7D | -12.7% | +7.1% | -19.8% | -14.4% |
| 30D | -19.2% | -3.0% | -16.2% | -18.5% |
| 3M | -16.7% | -25.6% | +9.0% | -9.8% |
| 6M | +5.1% | +0.5% | +4.6% | +3.8% |
| YTD | +6.6% | -23.1% | +29.6% | +9.4% |
| 1Y | +3.9% | -7.5% | +11.4% | +3.5% |
| All | +3.9% | -4.4% | +8.3% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling