-30.1%
AR vs ALK
+37.1%
-67.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.9% |
| 7D | -11.7% | +7.1% | -18.8% | -13.7% |
| 30D | +1.8% | -3.0% | +4.8% | +2.0% |
| 3M | +6.0% | -25.6% | +31.6% | +13.8% |
| 6M | -7.0% | +0.5% | -7.5% | -10.9% |
| YTD | +5.6% | -23.1% | +28.6% | +6.6% |
| 1Y | +10.8% | -7.5% | +18.4% | +4.4% |
| 3Y | +19.3% | +15.3% | +4.0% | -3.1% |
| 5Y | +73.3% | -34.8% | +108.1% | +68.4% |
| 10Y | +47.6% | -41.2% | +88.7% | +25.6% |
| All | -30.1% | +37.1% | -67.2% | -44.3% |
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