+74.2%
AR vs ALK
-34.8%
+109.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -14.3% | +9.0% | -23.3% | -15.4% |
| 30D | +1.4% | -1.6% | +3.1% | +1.4% |
| 3M | +3.4% | -23.2% | +26.6% | +7.0% |
| 6M | -2.1% | -3.9% | +1.8% | -3.6% |
| YTD | +4.7% | -22.6% | +27.3% | +6.0% |
| 1Y | +10.6% | -5.3% | +15.9% | +5.0% |
| 3Y | +24.6% | +18.6% | +6.0% | +2.6% |
| All | +74.2% | -34.8% | +109.0% | +68.4% |
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