+174.6%
ARM vs ALK
-1.2%
+175.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.5% |
| 7D | -15.2% | +9.0% | -24.3% | -19.0% |
| 30D | -40.7% | -1.6% | -39.0% | -40.6% |
| 3M | -39.1% | -23.2% | -15.9% | -31.7% |
| 6M | -26.4% | -3.9% | -22.5% | -26.0% |
| YTD | +59.7% | -22.6% | +82.3% | +73.0% |
| 1Y | +10.3% | -5.3% | +15.7% | +9.4% |
| 3Y | +228.9% | +18.6% | +210.3% | +148.0% |
| All | +174.6% | -1.2% | +175.8% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling