+10.3%
ARM vs ALK
-6.6%
+17.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.4% |
| 7D | -15.2% | +9.0% | -24.3% | -19.4% |
| 30D | -40.7% | -1.6% | -39.0% | -40.3% |
| 3M | -39.1% | -23.2% | -15.9% | -30.3% |
| 6M | -26.4% | -3.9% | -22.5% | -26.1% |
| YTD | +59.7% | -22.6% | +82.3% | +66.6% |
| 1Y | +10.3% | -5.3% | +15.7% | +11.2% |
| All | +10.3% | -6.6% | +17.0% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling