+49.1%
D vs ALK
-45.9%
+95.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -1.4% | -1.2% | -0.2% | -1.3% |
| 30D | +7.7% | +7.7% | 0.0% | +6.7% |
| 3M | -0.3% | -19.0% | +18.7% | +1.9% |
| 6M | +10.1% | -0.2% | +10.3% | +9.2% |
| YTD | +19.1% | -23.5% | +42.6% | +21.0% |
| 1Y | +15.9% | -9.1% | +25.0% | +14.9% |
| 3Y | +75.0% | +12.0% | +63.0% | +63.6% |
| 5Y | +13.4% | -30.9% | +44.2% | +11.3% |
| All | +49.1% | -45.9% | +95.0% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling