+98.1%
AR vs ALK
-28.6%
+126.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.7% | -2.4% | +3.4% |
| 7D | -5.8% | +12.9% | -18.7% | -7.4% |
| 30D | +4.8% | +5.5% | -0.7% | +3.8% |
| 3M | +1.5% | -12.1% | +13.6% | +3.1% |
| 6M | +4.7% | +1.7% | +3.0% | +2.4% |
| YTD | +9.2% | -17.4% | +26.6% | +9.6% |
| 1Y | +11.2% | -1.9% | +13.1% | +5.6% |
| 3Y | +46.2% | +21.2% | +25.0% | +21.5% |
| 5Y | +98.1% | -27.8% | +125.9% | +86.7% |
| All | +98.1% | -28.6% | +126.7% | +86.7% |
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