+1,163.5%
C vs ALK
+839.9%
+323.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | +3.6% | -0.7% | +4.3% | +3.9% |
| 30D | +0.1% | -19.2% | +19.3% | +8.4% |
| 3M | +2.4% | -1.5% | +3.9% | +1.7% |
| 6M | +24.9% | -13.1% | +38.0% | +28.3% |
| YTD | +19.8% | -16.4% | +36.2% | +24.5% |
| 1Y | +44.9% | -33.1% | +77.9% | +62.6% |
| 3Y | +263.0% | +0.6% | +262.4% | +228.7% |
| 5Y | +129.5% | -26.4% | +155.9% | +128.0% |
| 10Y | +291.6% | -34.2% | +325.8% | +272.6% |
| All | +1,163.5% | +839.9% | +323.7% | +265.1% |
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 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