-34.3%
AUR vs ALK
-27.4%
-6.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +4.6% |
| 7D | +19.2% | +0.1% | +19.1% | +19.1% |
| 30D | -7.8% | -18.5% | +10.7% | +4.3% |
| 3M | +4.0% | -3.6% | +7.5% | +3.4% |
| 6M | +45.0% | -3.7% | +48.7% | +41.4% |
| YTD | +69.5% | -19.0% | +88.5% | +82.0% |
| 1Y | +13.0% | -36.0% | +49.1% | +41.7% |
| 3Y | +90.4% | +2.3% | +88.0% | +46.4% |
| All | -34.3% | -27.4% | -6.9% | -33.1% |
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