-26.4%
APP vs ALK
-10.2%
-16.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.4% |
| 7D | +4.6% | -1.2% | +5.8% | +4.9% |
| 30D | +56.0% | +7.7% | +48.3% | +51.4% |
| 3M | +30.8% | -19.0% | +49.8% | +38.8% |
| 6M | -9.8% | -0.2% | -9.6% | -9.5% |
| YTD | -39.3% | -23.5% | -15.8% | -32.7% |
| 1Y | -26.4% | -9.1% | -17.3% | -23.7% |
| All | -26.4% | -10.2% | -16.2% | -23.7% |
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