+649.4%
AU vs ALK
+340.4%
+308.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.9% |
| 7D | +4.7% | +2.6% | +2.1% | +4.5% |
| 30D | -1.5% | +7.8% | -9.3% | -1.9% |
| 3M | -5.0% | -15.2% | +10.2% | -4.3% |
| 6M | -13.5% | +5.0% | -18.5% | -13.8% |
| YTD | +11.7% | -18.4% | +30.2% | +12.4% |
| 1Y | +21.3% | -2.4% | +23.7% | +21.3% |
| 3Y | +545.0% | +19.8% | +525.2% | +536.7% |
| 5Y | +412.0% | -27.8% | +439.7% | +410.4% |
| 10Y | +899.1% | -42.0% | +941.0% | +881.2% |
| All | +649.4% | +340.4% | +308.9% | +589.2% |
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 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