+519.6%
F vs ALK
+794.3%
-274.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.8% | -5.8% | 0.0% |
| 7D | +6.0% | +12.4% | -6.4% | +1.8% |
| 30D | +4.3% | +2.1% | +2.2% | +3.3% |
| 3M | -10.1% | -23.9% | +13.8% | -2.1% |
| 6M | +12.8% | +8.2% | +4.5% | +7.6% |
| YTD | -0.1% | -20.5% | +20.4% | +4.4% |
| 1Y | +3.7% | -1.0% | +4.7% | +0.2% |
| 3Y | +42.7% | +19.2% | +23.5% | +21.7% |
| 5Y | -11.0% | -28.2% | +17.2% | -10.1% |
| 10Y | +87.0% | -39.2% | +126.2% | +83.0% |
| All | +519.6% | +794.3% | -274.6% | +85.0% |
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