-24.2%
AR vs ALK
+49.0%
-73.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.1% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +14.8% | -19.2% | +34.0% | +21.5% |
| 3M | +6.2% | -1.5% | +7.7% | +4.6% |
| 6M | +4.3% | -13.1% | +17.3% | +4.0% |
| YTD | +14.4% | -16.4% | +30.8% | +13.9% |
| 1Y | +21.3% | -33.1% | +54.4% | +29.3% |
| 3Y | +39.8% | +0.6% | +39.2% | +21.1% |
| 5Y | +142.1% | -26.4% | +168.5% | +128.1% |
| 10Y | +52.0% | -34.2% | +86.2% | +27.5% |
| All | -24.2% | +49.0% | -73.2% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling