+186.7%
B vs ALK
-41.7%
+228.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | +9.6% | +9.0% | +0.5% | +8.8% |
| 30D | +3.5% | -1.6% | +5.2% | +3.6% |
| 3M | -1.6% | -23.2% | +21.6% | +0.4% |
| 6M | -1.7% | -3.9% | +2.2% | -1.6% |
| YTD | -5.3% | -22.6% | +17.3% | -4.2% |
| 1Y | +27.2% | -5.3% | +32.5% | +27.3% |
| 3Y | +166.1% | +18.6% | +147.5% | +161.5% |
| 5Y | +136.5% | -34.4% | +170.9% | +135.3% |
| All | +186.7% | -41.7% | +228.4% | +206.6% |
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