+134.9%
AS vs ALK
+7.8%
+127.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +6.9% | +9.0% | -2.1% | +3.5% |
| 30D | +16.0% | -1.6% | +17.6% | +16.3% |
| 3M | -12.8% | -23.2% | +10.3% | -4.5% |
| 6M | -15.4% | -3.9% | -11.5% | -15.9% |
| YTD | -15.7% | -22.6% | +6.8% | -10.9% |
| 1Y | +6.1% | -5.3% | +11.4% | +3.4% |
| All | +134.9% | +7.8% | +127.0% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling