+90.5%
APH vs ALK
+2.1%
+88.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.7% | -49.5% | -48.2% |
| 7D | -48.7% | -0.4% | -48.3% | -48.8% |
| 30D | -51.9% | -19.2% | -32.7% | -49.7% |
| 3M | -43.6% | -1.5% | -42.0% | -43.9% |
| 6M | -37.5% | -13.1% | -24.5% | -36.8% |
| YTD | -38.6% | -16.4% | -22.2% | -37.6% |
| 1Y | -26.3% | -33.1% | +6.7% | -21.7% |
| All | +90.5% | +2.1% | +88.4% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling