+6.7%
D vs ALK
-25.3%
+31.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.6% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -3.6% | -19.2% | +15.7% | -1.9% |
| 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% | +20.3% |
| 3Y | +56.8% | +0.6% | +56.2% | +48.6% |
| All | +6.7% | -25.3% | +31.9% | +1.4% |
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 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