+106.9%
B vs ALK
-30.3%
+137.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.7% | -2.4% |
| 7D | -6.2% | +0.9% | -7.1% | -6.3% |
| 30D | -6.6% | +3.3% | -9.9% | -7.1% |
| 3M | -7.9% | -17.6% | +9.7% | -5.4% |
| 6M | -16.8% | +0.8% | -17.6% | -17.2% |
| YTD | -11.7% | -22.4% | +10.7% | -9.9% |
| 1Y | +3.5% | -10.1% | +13.6% | +3.9% |
| 3Y | +165.7% | +14.0% | +151.7% | +153.1% |
| All | +106.9% | -30.3% | +137.2% | +98.2% |
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