-98.1%
CAPR vs ALK
+299.8%
-397.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.3% | -2.9% |
| 7D | +29.7% | +7.1% | +22.7% | +28.1% |
| 30D | +11.0% | -3.0% | +14.0% | +11.8% |
| 3M | +118.8% | -25.6% | +144.5% | +131.3% |
| 6M | -73.9% | +0.5% | -74.4% | -74.5% |
| YTD | -70.2% | -23.1% | -47.1% | -69.6% |
| 1Y | +38.3% | -7.5% | +45.8% | +36.7% |
| 3Y | +199.7% | +15.3% | +184.3% | +183.5% |
| 5Y | +130.6% | -34.8% | +165.4% | +132.4% |
| 10Y | -68.5% | -41.2% | -27.3% | -71.1% |
| All | -98.1% | +299.8% | -397.9% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling