+432.3%
ASX vs ALK
-25.3%
+457.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -0.7% | -0.7% | -0.1% | -0.5% |
| 30D | +2.0% | -19.2% | +21.2% | +9.5% |
| 3M | -1.3% | -1.5% | +0.2% | -1.2% |
| 6M | +71.4% | -13.1% | +84.5% | +76.7% |
| YTD | +135.3% | -16.4% | +151.7% | +144.1% |
| 1Y | +267.5% | -33.1% | +300.5% | +307.8% |
| 3Y | +388.5% | +0.6% | +387.9% | +338.8% |
| All | +432.3% | -25.3% | +457.6% | +415.9% |
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 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