+43.8%
D vs ALK
-37.5%
+81.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -1.4% |
| 7D | +0.8% | +8.9% | -8.1% | -0.3% |
| 30D | +10.7% | +5.9% | +4.8% | +9.8% |
| 3M | +2.3% | -16.5% | +18.8% | +4.1% |
| 6M | +12.5% | +2.1% | +10.4% | +11.3% |
| YTD | +20.1% | -17.1% | +37.2% | +20.9% |
| 1Y | +15.6% | -2.9% | +18.4% | +13.7% |
| 3Y | +75.2% | +24.5% | +50.7% | +61.8% |
| 5Y | +14.6% | -29.1% | +43.7% | +12.3% |
| 10Y | +43.8% | -39.1% | +82.9% | +28.6% |
| All | +43.8% | -37.5% | +81.2% | +28.6% |
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 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