+500.4%
AU vs ALK
-29.1%
+529.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +7.1% | -0.2% | +5.4% |
| 7D | +20.8% | +8.9% | +11.9% | +18.8% |
| 30D | +5.5% | +5.9% | -0.4% | +4.2% |
| 3M | +3.9% | -16.5% | +20.5% | +7.2% |
| 6M | -5.4% | +2.1% | -7.5% | -6.5% |
| YTD | +20.7% | -17.1% | +37.8% | +22.4% |
| 1Y | +49.8% | -2.9% | +52.7% | +48.9% |
| 3Y | +565.6% | +24.5% | +541.2% | +513.2% |
| 5Y | +500.4% | -29.1% | +529.5% | +439.2% |
| All | +500.4% | -29.1% | +529.5% | +439.2% |
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 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