-67.1%
CAPR vs ALK
-45.1%
-22.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.8% | -3.9% | -6.8% |
| 7D | +19.1% | +0.9% | +18.2% | +18.8% |
| 30D | +48.8% | +3.3% | +45.6% | +47.6% |
| 3M | +144.4% | -17.6% | +162.0% | +163.1% |
| 6M | -67.5% | +0.8% | -68.3% | -69.3% |
| YTD | -64.5% | -22.4% | -42.2% | -63.6% |
| 1Y | +74.4% | -10.1% | +84.5% | +69.6% |
| 3Y | +265.7% | +14.0% | +251.7% | +211.1% |
| 5Y | +196.0% | -29.8% | +225.8% | +187.4% |
| All | -67.1% | -45.1% | -22.0% | -82.4% |
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