+222.7%
B vs ALK
-41.4%
+264.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -2.7% | +2.6% | -5.2% | -2.9% |
| 30D | -4.3% | +7.8% | -12.1% | -5.0% |
| 3M | -2.3% | -15.2% | +12.9% | -1.1% |
| 6M | -16.2% | +5.0% | -21.3% | -16.7% |
| YTD | -8.8% | -18.4% | +9.6% | -8.1% |
| 1Y | +11.4% | -2.4% | +13.8% | +11.1% |
| 3Y | +174.3% | +19.8% | +154.5% | +168.5% |
| 5Y | +116.2% | -27.8% | +143.9% | +113.9% |
| 10Y | +222.7% | -42.0% | +264.7% | +212.0% |
| All | +222.7% | -41.4% | +264.1% | +212.0% |
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