+10.6%
AR vs ALK
-6.6%
+17.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.7% |
| 7D | -14.3% | +9.0% | -23.3% | -12.1% |
| 30D | +1.4% | -1.6% | +3.1% | +1.5% |
| 3M | +3.4% | -23.2% | +26.6% | -2.4% |
| 6M | -2.1% | -3.9% | +1.8% | -0.8% |
| YTD | +4.7% | -22.6% | +27.3% | +4.0% |
| 1Y | +10.6% | -5.3% | +15.9% | +1.1% |
| All | +10.6% | -6.6% | +17.2% | +1.1% |
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 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