-74.9%
CAPR vs ALK
-34.2%
-40.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.7% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | +139.2% | -19.2% | +158.4% | +159.0% |
| 3M | -66.4% | -1.5% | -64.8% | -67.8% |
| 6M | -63.1% | -13.1% | -50.1% | -63.5% |
| YTD | -67.4% | -16.4% | -51.0% | -67.6% |
| 1Y | +58.2% | -33.1% | +91.3% | +67.1% |
| 3Y | +42.2% | +0.6% | +41.6% | +24.9% |
| 5Y | +87.3% | -26.4% | +113.6% | +76.8% |
| All | -74.9% | -34.2% | -40.7% | -86.7% |
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