+261.2%
ARM vs ALK
+19.1%
+242.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.8% | -14.0% | -9.1% |
| 7D | -18.7% | +12.4% | -31.1% | -23.5% |
| 30D | -36.7% | +2.1% | -38.7% | -37.7% |
| 3M | -31.6% | -23.9% | -7.8% | -23.3% |
| 6M | -5.6% | +8.2% | -13.9% | -9.8% |
| YTD | +75.5% | -20.5% | +95.9% | +87.3% |
| 1Y | +19.3% | -1.0% | +20.4% | +15.9% |
| All | +261.2% | +19.1% | +242.1% | +184.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling