-39.8%
AUR vs ALK
+0.8%
-40.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.8% | -0.6% | -4.2% |
| 7D | +7.9% | +0.9% | +7.0% | +7.8% |
| 30D | -18.5% | +3.3% | -21.8% | -19.0% |
| 3M | -36.7% | -17.6% | -19.1% | -33.4% |
| 6M | -39.8% | +0.8% | -40.6% | -39.4% |
| All | -39.8% | +0.8% | -40.6% | -39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling