-54.5%
AUR vs ALK
-27.8%
-26.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | +6.6% | +12.9% | -6.4% | -1.8% |
| 30D | -22.0% | +5.5% | -27.5% | -25.4% |
| 3M | -34.8% | -12.1% | -22.7% | -30.3% |
| 6M | -35.7% | +1.7% | -37.4% | -39.7% |
| YTD | +18.5% | -17.4% | +35.9% | +24.2% |
| 1Y | +4.4% | -1.9% | +6.3% | -3.8% |
| 3Y | +150.7% | +21.2% | +129.4% | +58.8% |
| All | -54.5% | -27.8% | -26.7% | -50.5% |
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