+2,412.8%
D vs ALK
+794.3%
+1,618.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.8% | -4.3% | +3.6% |
| 7D | +8.5% | +12.4% | -3.9% | +7.2% |
| 30D | +14.3% | +2.1% | +12.2% | +14.0% |
| 3M | +1.8% | -23.9% | +25.7% | +4.4% |
| 6M | +13.0% | +8.2% | +4.8% | +11.4% |
| YTD | +22.7% | -20.5% | +43.2% | +24.1% |
| 1Y | +22.6% | -1.0% | +23.6% | +21.0% |
| 3Y | +84.2% | +19.2% | +65.0% | +75.0% |
| 5Y | +15.8% | -28.2% | +44.0% | +14.4% |
| 10Y | +45.8% | -39.2% | +85.0% | +39.5% |
| All | +2,412.8% | +794.3% | +1,618.5% | +1,551.2% |
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