+81.0%
F vs ALK
-37.5%
+118.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.4% | -2.2% |
| 7D | -0.6% | +8.9% | -9.5% | -4.2% |
| 30D | +2.9% | +5.9% | -3.1% | 0.0% |
| 3M | -9.5% | -16.5% | +7.1% | -3.6% |
| 6M | +4.0% | +2.1% | +1.9% | +0.3% |
| YTD | -1.3% | -17.1% | +15.8% | +1.9% |
| 1Y | -1.9% | -2.9% | +0.9% | -5.8% |
| 3Y | +53.5% | +24.5% | +29.0% | +18.6% |
| 5Y | -15.1% | -29.1% | +14.0% | -15.6% |
| 10Y | +81.0% | -39.1% | +120.1% | +57.7% |
| All | +81.0% | -37.5% | +118.4% | +57.7% |
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