-36.7%
AUR vs ALK
-41.0%
+4.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.2% |
| 7D | +0.2% | -3.1% | +3.3% | +2.0% |
| 30D | -8.9% | -17.1% | +8.2% | +1.7% |
| 3M | +4.6% | -3.8% | +8.4% | +4.8% |
| 6M | +44.9% | -5.3% | +50.1% | +43.0% |
| YTD | +64.8% | -20.3% | +85.1% | +78.4% |
| 1Y | +16.4% | -36.0% | +52.3% | +44.4% |
| 3Y | +85.1% | +0.8% | +84.3% | +48.5% |
| 5Y | -36.1% | -28.5% | -7.6% | -35.3% |
| All | -36.7% | -41.0% | +4.3% | -35.9% |
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