+60.4%
D vs ALK
+2.1%
+58.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -3.6% | -19.2% | +15.7% | -2.0% |
| 3M | -1.0% | -1.5% | +0.5% | -1.2% |
| 6M | +6.3% | -13.1% | +19.3% | +6.9% |
| YTD | +14.7% | -16.4% | +31.1% | +15.5% |
| 1Y | +16.9% | -33.1% | +50.0% | +20.5% |
| All | +60.4% | +2.1% | +58.4% | +35.1% |
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