+2,793.8%
ASX vs ALK
+621.0%
+2,172.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.2% | -17.5% | -19.9% |
| 7D | -33.3% | +7.1% | -40.3% | -34.6% |
| 30D | -36.5% | -3.0% | -33.5% | -36.2% |
| 3M | -19.2% | -25.6% | +6.5% | -12.9% |
| 6M | -10.2% | +0.5% | -10.7% | -11.2% |
| YTD | +86.5% | -23.1% | +109.5% | +96.3% |
| 1Y | +89.6% | -7.5% | +97.2% | +89.4% |
| 3Y | +298.6% | +15.3% | +283.3% | +260.2% |
| 5Y | +414.3% | -34.8% | +449.0% | +433.2% |
| 10Y | +711.1% | -41.2% | +752.2% | +679.0% |
| All | +2,793.8% | +621.0% | +2,172.8% | +927.3% |
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