+61.7%
DD vs ALK
-34.8%
+96.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +4.6% | +9.0% | -4.4% | +1.5% |
| 30D | +11.8% | -1.6% | +13.4% | +11.8% |
| 3M | +2.2% | -23.2% | +25.3% | +10.0% |
| 6M | -1.6% | -3.9% | +2.2% | -2.6% |
| YTD | +23.0% | -22.6% | +45.6% | +28.7% |
| 1Y | +26.9% | -5.3% | +32.3% | +23.8% |
| 3Y | +77.9% | +18.6% | +59.3% | +46.4% |
| All | +61.7% | -34.8% | +96.4% | +64.4% |
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