+172.1%
CAPR vs ALK
-29.1%
+201.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.1% | +2.4% | +6.0% |
| 7D | +36.0% | +8.9% | +27.1% | +30.5% |
| 30D | +25.8% | +5.9% | +19.9% | +22.8% |
| 3M | +140.8% | -16.5% | +157.4% | +160.3% |
| 6M | -67.6% | +2.1% | -69.7% | -70.2% |
| YTD | -65.9% | -17.1% | -48.8% | -66.2% |
| 1Y | +66.1% | -2.9% | +69.0% | +52.0% |
| 3Y | +256.9% | +24.5% | +232.4% | +185.7% |
| 5Y | +172.1% | -29.1% | +201.2% | +149.4% |
| All | +172.1% | -29.1% | +201.2% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling