+47.2%
CAPR vs ALK
-1.1%
+48.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.8% | -0.5% | +0.3% |
| 7D | +43.2% | +12.4% | +30.8% | +28.4% |
| 30D | +14.7% | +2.1% | +12.6% | +12.6% |
| 3M | +113.9% | -23.9% | +137.8% | +171.0% |
| 6M | -73.4% | +8.2% | -81.6% | -82.5% |
| YTD | -69.1% | -20.5% | -48.6% | -81.8% |
| 1Y | +47.2% | -1.0% | +48.2% | -98.3% |
| All | +47.2% | -1.1% | +48.3% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling