+208.8%
C vs ALK
-39.7%
+248.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.4% | +12.9% | -13.3% | -5.5% |
| 30D | -5.2% | +5.5% | -10.7% | -7.9% |
| 3M | -9.1% | -12.1% | +3.0% | -4.9% |
| 6M | -1.6% | +1.7% | -3.3% | -5.1% |
| YTD | +6.9% | -17.4% | +24.4% | +11.1% |
| 1Y | +23.0% | -1.9% | +24.9% | +18.0% |
| 3Y | +216.1% | +21.2% | +194.9% | +153.2% |
| 5Y | +112.2% | -27.8% | +140.1% | +109.5% |
| 10Y | +208.8% | -41.0% | +249.8% | +168.3% |
| All | +208.8% | -39.7% | +248.5% | +168.3% |
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