+686.3%
AU vs ALK
-28.9%
+715.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +12.8% | -18.5% | +31.2% | +16.8% |
| 3M | +28.5% | -3.6% | +32.0% | +28.6% |
| 6M | +4.8% | -3.7% | +8.5% | +4.5% |
| YTD | +31.0% | -19.0% | +50.0% | +33.4% |
| 1Y | +81.4% | -36.0% | +117.5% | +89.2% |
| 3Y | +618.4% | +2.3% | +616.1% | +580.6% |
| 5Y | +686.3% | -27.8% | +714.1% | +629.5% |
| All | +686.3% | -28.9% | +715.2% | +629.5% |
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