+15.2%
D vs ALK
-34.8%
+49.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | +3.0% | +9.0% | -6.1% | +2.1% |
| 30D | +11.5% | -1.6% | +13.1% | +11.5% |
| 3M | +3.7% | -23.2% | +26.9% | +5.9% |
| 6M | +13.5% | -3.9% | +17.4% | +13.2% |
| YTD | +20.7% | -22.6% | +43.3% | +22.1% |
| 1Y | +18.2% | -5.3% | +23.6% | +16.7% |
| 3Y | +73.3% | +18.6% | +54.7% | +60.5% |
| All | +15.2% | -34.8% | +49.9% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling