-7.0%
AR vs ALK
+3.8%
-10.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -3.8% |
| 7D | -11.7% | +7.1% | -18.8% | -9.4% |
| 30D | +1.8% | -3.0% | +4.8% | +1.4% |
| 3M | +6.0% | -25.6% | +31.6% | -2.8% |
| 6M | -7.0% | +0.5% | -7.5% | -2.0% |
| All | -7.0% | +3.8% | -10.8% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling