+3,552.3%
ASX vs ALK
+645.2%
+2,907.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +8.8% | -12.7% | -6.3% |
| 7D | -14.6% | +12.4% | -27.0% | -17.5% |
| 30D | -21.1% | +2.1% | -23.1% | -22.0% |
| 3M | -3.1% | -23.9% | +20.8% | +3.6% |
| 6M | +17.4% | +8.2% | +9.1% | +13.5% |
| YTD | +135.3% | -20.5% | +155.8% | +145.0% |
| 1Y | +146.5% | -1.0% | +147.5% | +141.1% |
| 3Y | +403.1% | +19.2% | +383.9% | +349.6% |
| 5Y | +551.7% | -28.2% | +580.0% | +557.0% |
| 10Y | +923.7% | -39.2% | +962.9% | +872.2% |
| All | +3,552.3% | +645.2% | +2,907.1% | +1,182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling