+120.4%
AS vs ALK
+16.4%
+104.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.0% | +3.0% |
| 7D | -4.9% | -0.7% | -4.2% | -4.7% |
| 30D | -19.6% | -19.2% | -0.4% | -13.2% |
| 3M | -14.4% | -1.5% | -12.9% | -15.0% |
| 6M | -20.1% | -13.1% | -7.1% | -18.0% |
| YTD | -20.9% | -16.4% | -4.5% | -18.4% |
| 1Y | -21.9% | -33.1% | +11.2% | -12.4% |
| All | +120.4% | +16.4% | +104.0% | +122.4% |
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