+672.3%
AU vs ALK
-35.7%
+707.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.3% |
| 7D | -4.3% | -2.1% | -2.2% | -4.1% |
| 30D | +7.3% | -13.1% | +20.4% | +8.7% |
| 3M | +26.3% | -11.8% | +38.1% | +27.5% |
| 6M | +1.8% | -0.4% | +2.2% | +1.4% |
| YTD | +26.8% | -18.2% | +45.0% | +28.0% |
| 1Y | +66.7% | -35.5% | +102.2% | +70.1% |
| 3Y | +579.1% | +1.8% | +577.3% | +567.8% |
| 5Y | +689.3% | -26.6% | +716.0% | +677.4% |
| All | +672.3% | -35.7% | +707.9% | +582.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling