+147.2%
AR vs ALK
-25.3%
+172.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -0.9% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +14.8% | -19.2% | +34.0% | +18.5% |
| 3M | +6.2% | -1.5% | +7.7% | +5.2% |
| 6M | +4.3% | -13.1% | +17.3% | +4.9% |
| YTD | +14.4% | -16.4% | +30.8% | +14.9% |
| 1Y | +21.3% | -33.1% | +54.4% | +29.0% |
| 3Y | +39.8% | +0.6% | +39.2% | +24.3% |
| All | +147.2% | -25.3% | +172.5% | +134.1% |
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 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