+92.6%
CAPR vs ALK
-25.3%
+117.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.6% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | +139.2% | -19.2% | +158.4% | +162.0% |
| 3M | -66.4% | -1.5% | -64.8% | -68.2% |
| 6M | -63.1% | -13.1% | -50.1% | -63.7% |
| YTD | -67.4% | -16.4% | -51.0% | -67.8% |
| 1Y | +58.2% | -33.1% | +91.3% | +61.2% |
| 3Y | +42.2% | +0.6% | +41.6% | +22.7% |
| All | +92.6% | -25.3% | +117.9% | +72.6% |
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