+2,408.8%
D vs ALK
+765.2%
+1,643.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.2% |
| 7D | +6.9% | +7.1% | -0.1% | +6.2% |
| 30D | +12.3% | -3.0% | +15.3% | +12.6% |
| 3M | +3.0% | -25.6% | +28.7% | +5.9% |
| 6M | +12.8% | +0.5% | +12.3% | +12.0% |
| YTD | +22.6% | -23.1% | +45.6% | +24.3% |
| 1Y | +21.7% | -7.5% | +29.2% | +20.8% |
| 3Y | +83.9% | +15.3% | +68.6% | +75.3% |
| 5Y | +14.0% | -34.8% | +48.8% | +13.7% |
| 10Y | +45.6% | -41.2% | +86.7% | +39.7% |
| All | +2,408.8% | +765.2% | +1,643.6% | +1,553.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling