+3,552.3%
ASX vs ALK
+683.2%
+2,869.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -0.7% | -0.7% | -0.1% | -0.6% |
| 30D | +2.0% | -19.2% | +21.2% | +7.9% |
| 3M | -1.3% | -1.5% | +0.2% | -1.3% |
| 6M | +71.4% | -13.1% | +84.5% | +76.2% |
| YTD | +135.3% | -16.4% | +151.7% | +143.3% |
| 1Y | +267.5% | -33.1% | +300.5% | +300.4% |
| 3Y | +388.5% | +0.6% | +387.9% | +359.4% |
| 5Y | +417.1% | -26.4% | +443.5% | +419.9% |
| 10Y | +872.7% | -34.2% | +906.9% | +809.4% |
| All | +3,552.3% | +683.2% | +2,869.1% | +1,173.3% |
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