+16.4%
AUR vs ALK
-35.4%
+51.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | +0.2% | -3.1% | +3.3% | +1.3% |
| 30D | -8.9% | -17.1% | +8.2% | -2.1% |
| 3M | +4.6% | -3.8% | +8.4% | +5.1% |
| 6M | +44.9% | -5.3% | +50.1% | +43.0% |
| YTD | +64.8% | -20.3% | +85.1% | +73.8% |
| 1Y | +16.4% | -36.0% | +52.3% | +16.9% |
| All | +16.4% | -35.4% | +51.8% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling