+14.0%
D vs ALK
-33.9%
+47.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.1% |
| 7D | +6.9% | +7.1% | -0.1% | +6.3% |
| 30D | +12.3% | -3.0% | +15.3% | +12.5% |
| 3M | +3.0% | -25.6% | +28.7% | +5.5% |
| 6M | +12.8% | +0.5% | +12.3% | +12.0% |
| YTD | +22.6% | -23.1% | +45.6% | +24.1% |
| 1Y | +21.7% | -7.5% | +29.2% | +20.4% |
| 3Y | +83.9% | +15.3% | +68.6% | +70.8% |
| 5Y | +14.0% | -34.8% | +48.8% | +13.5% |
| All | +14.0% | -33.9% | +47.9% | +13.5% |
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