+122.9%
APH vs ALK
-25.3%
+148.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.7% | -49.5% | -48.2% |
| 7D | -48.7% | -0.4% | -48.3% | -48.9% |
| 30D | -51.9% | -19.2% | -32.7% | -49.3% |
| 3M | -43.6% | -1.5% | -42.0% | -44.0% |
| 6M | -37.5% | -13.1% | -24.5% | -36.5% |
| YTD | -38.6% | -16.4% | -22.2% | -37.2% |
| 1Y | -26.3% | -33.1% | +6.7% | -20.4% |
| 3Y | +89.2% | +0.6% | +88.6% | +72.2% |
| All | +122.9% | -25.3% | +148.1% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling