-19.2%
ASX vs ALK
-26.1%
+6.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.2% | -17.5% | -20.3% |
| 7D | -33.3% | +7.1% | -40.3% | -33.2% |
| 30D | -36.5% | -3.0% | -33.5% | -32.8% |
| 3M | -19.2% | -25.6% | +6.5% | -9.6% |
| All | -19.2% | -26.1% | +6.9% | -9.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling