+334.9%
COMP vs ALK
+15.2%
+319.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.2% | -4.9% | -6.4% |
| 7D | -1.8% | +7.1% | -8.9% | -5.2% |
| 30D | -0.8% | -3.0% | +2.2% | +0.9% |
| 3M | -28.1% | -25.6% | -2.5% | -16.3% |
| 6M | +27.0% | +0.5% | +26.5% | +27.2% |
| YTD | -12.8% | -23.1% | +10.3% | -2.6% |
| 1Y | +4.9% | -7.5% | +12.4% | +7.5% |
| All | +334.9% | +15.2% | +319.7% | +265.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling