+69.7%
DD vs ALK
-35.2%
+104.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | -0.2% |
| 7D | -3.5% | -0.7% | -2.9% | -3.3% |
| 30D | -10.3% | -19.2% | +8.9% | -3.6% |
| 3M | -7.5% | -1.5% | -6.0% | -8.2% |
| 6M | -8.0% | -13.1% | +5.0% | -5.8% |
| YTD | +10.5% | -16.4% | +26.9% | +14.0% |
| 1Y | +38.3% | -33.1% | +71.3% | +53.4% |
| 3Y | +42.5% | +0.6% | +41.9% | +27.5% |
| 5Y | +60.2% | -26.4% | +86.6% | +57.1% |
| All | +69.7% | -35.2% | +104.9% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling