+188.2%
B vs ALK
-34.2%
+222.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.8% | -2.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +9.4% | -19.2% | +28.7% | +11.2% |
| 3M | +5.0% | -1.5% | +6.5% | +5.0% |
| 6M | -3.5% | -13.1% | +9.5% | -3.1% |
| YTD | +4.5% | -16.4% | +20.9% | +5.1% |
| 1Y | +67.8% | -33.1% | +100.8% | +70.5% |
| 3Y | +196.7% | +0.6% | +196.1% | +192.2% |
| 5Y | +151.9% | -26.4% | +178.3% | +149.0% |
| All | +188.2% | -34.2% | +222.4% | +175.5% |
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