+12.3%
AR vs ALK
-7.4%
+19.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +0.1% |
| 7D | +6.4% | +0.9% | +5.5% | +6.7% |
| 30D | +3.1% | +3.3% | -0.2% | +4.5% |
| 3M | +3.3% | -17.6% | +20.8% | -0.8% |
| 6M | +6.6% | +0.8% | +5.7% | +9.2% |
| YTD | +12.3% | -22.4% | +34.7% | +11.5% |
| 1Y | +12.3% | -10.1% | +22.4% | +4.5% |
| All | +12.3% | -7.4% | +19.7% | +4.5% |
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