+415.3%
ASX vs ALK
-34.8%
+450.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +6.2% |
| 7D | -19.9% | +9.0% | -29.0% | -22.3% |
| 30D | -30.9% | -1.6% | -29.2% | -30.7% |
| 3M | -15.1% | -23.2% | +8.1% | -7.6% |
| 6M | -6.5% | -3.9% | -2.6% | -6.2% |
| YTD | +98.4% | -22.6% | +121.0% | +110.5% |
| 1Y | +107.9% | -5.3% | +113.2% | +105.1% |
| 3Y | +325.3% | +18.6% | +306.7% | +250.1% |
| All | +415.3% | -34.8% | +450.1% | +407.7% |
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