+65.2%
CAPR vs ALK
-10.2%
+75.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.5% | -5.5% |
| 7D | +5.9% | -1.2% | +7.1% | +7.3% |
| 30D | +44.6% | +7.7% | +36.9% | +35.4% |
| 3M | +126.4% | -19.0% | +145.4% | +171.0% |
| 6M | -68.6% | -0.2% | -68.4% | -77.0% |
| YTD | -67.0% | -23.5% | -43.5% | -83.5% |
| 1Y | +65.2% | -9.1% | +74.3% | -95.8% |
| All | +65.2% | -10.2% | +75.4% | -95.8% |
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