+714.7%
B vs ALK
+765.2%
-50.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.5% |
| 7D | +4.3% | +7.1% | -2.7% | +4.3% |
| 30D | -0.9% | -3.0% | +2.0% | -0.9% |
| 3M | -1.4% | -25.6% | +24.3% | -1.5% |
| 6M | +5.0% | +0.5% | +4.5% | +5.1% |
| YTD | -5.8% | -23.1% | +17.2% | -6.0% |
| 1Y | +25.6% | -7.5% | +33.1% | +25.6% |
| 3Y | +161.6% | +15.3% | +146.3% | +163.6% |
| 5Y | +135.2% | -34.8% | +170.0% | +134.3% |
| 10Y | +170.7% | -41.2% | +211.9% | +171.0% |
| All | +714.7% | +765.2% | -50.5% | +943.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling