+146.2%
B vs ALK
-29.1%
+175.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +3.1% |
| 7D | +11.3% | +8.9% | +2.4% | +9.9% |
| 30D | +2.9% | +5.9% | -3.0% | +1.9% |
| 3M | -2.9% | -16.5% | +13.7% | -0.6% |
| 6M | -1.2% | +2.1% | -3.3% | -2.1% |
| YTD | -1.3% | -17.1% | +15.8% | -0.4% |
| 1Y | +30.4% | -2.9% | +33.3% | +29.5% |
| 3Y | +195.3% | +24.5% | +170.8% | +178.4% |
| 5Y | +146.2% | -29.1% | +175.3% | +134.1% |
| All | +146.2% | -29.1% | +175.3% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling