+144.6%
CAPR vs ALK
-34.8%
+179.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.0% | +4.4% |
| 7D | +41.1% | +9.0% | +32.0% | +35.4% |
| 30D | +11.1% | -1.6% | +12.8% | +12.3% |
| 3M | +115.3% | -23.2% | +138.5% | +142.0% |
| 6M | -73.8% | -3.9% | -69.9% | -75.3% |
| YTD | -68.8% | -22.6% | -46.2% | -68.1% |
| 1Y | +43.3% | -5.3% | +48.6% | +33.5% |
| 3Y | +214.7% | +18.6% | +196.1% | +158.3% |
| All | +144.6% | -34.8% | +179.3% | +128.1% |
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