+109.4%
C vs ALK
-33.9%
+143.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.2% | -1.8% | -3.9% |
| 7D | -5.3% | +7.1% | -12.3% | -7.7% |
| 30D | -7.3% | -3.0% | -4.3% | -6.7% |
| 3M | -13.5% | -25.6% | +12.2% | -4.8% |
| 6M | -6.5% | +0.5% | -7.0% | -8.9% |
| YTD | +3.6% | -23.1% | +26.7% | +10.0% |
| 1Y | +18.9% | -7.5% | +26.4% | +17.8% |
| 3Y | +205.0% | +15.3% | +189.7% | +159.5% |
| 5Y | +109.4% | -34.8% | +144.2% | +114.0% |
| All | +109.4% | -33.9% | +143.3% | +114.0% |
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