+788.4%
AU vs ALK
+351.3%
+437.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.4% |
| 7D | -3.6% | -0.7% | -3.0% | -3.6% |
| 30D | +23.9% | -19.2% | +43.1% | +25.1% |
| 3M | +19.1% | -1.5% | +20.6% | +19.0% |
| 6M | -0.2% | -13.1% | +12.9% | +0.2% |
| YTD | +32.5% | -16.4% | +48.9% | +33.1% |
| 1Y | +96.9% | -33.1% | +130.0% | +99.3% |
| 3Y | +614.7% | +0.6% | +614.1% | +608.7% |
| 5Y | +647.7% | -26.4% | +674.1% | +644.5% |
| 10Y | +679.2% | -34.2% | +713.4% | +662.3% |
| All | +788.4% | +351.3% | +437.1% | +716.2% |
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