+200.5%
B vs ALK
-37.5%
+237.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +3.6% |
| 7D | +11.3% | +8.9% | +2.4% | +10.5% |
| 30D | +2.9% | +5.9% | -3.0% | +2.4% |
| 3M | -2.9% | -16.5% | +13.7% | -1.6% |
| 6M | -1.2% | +2.1% | -3.3% | -1.7% |
| YTD | -1.3% | -17.1% | +15.8% | -0.8% |
| 1Y | +30.4% | -2.9% | +33.3% | +30.0% |
| 3Y | +195.3% | +24.5% | +170.8% | +188.7% |
| 5Y | +146.2% | -29.1% | +175.3% | +143.5% |
| 10Y | +200.5% | -39.1% | +239.6% | +208.8% |
| All | +200.5% | -37.5% | +237.9% | +208.8% |
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