+97.4%
AR vs ALK
-31.3%
+128.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.3% |
| 7D | +7.4% | -1.2% | +8.6% | +7.5% |
| 30D | +5.8% | +7.7% | -1.9% | +4.3% |
| 3M | +5.2% | -19.0% | +24.2% | +8.0% |
| 6M | +5.4% | -0.2% | +5.7% | +2.9% |
| YTD | +12.4% | -23.5% | +35.9% | +13.9% |
| 1Y | +12.8% | -9.1% | +21.9% | +8.2% |
| 3Y | +47.2% | +12.0% | +35.2% | +23.5% |
| All | +97.4% | -31.3% | +128.7% | +84.7% |
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 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