+615.0%
F vs ALK
+839.9%
-224.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | -0.1% | +0.9% |
| 7D | +5.3% | -0.7% | +6.0% | +5.6% |
| 30D | +4.6% | -19.2% | +23.8% | +12.0% |
| 3M | -3.7% | -1.5% | -2.1% | -4.5% |
| 6M | +16.8% | -13.1% | +29.9% | +19.7% |
| YTD | +15.3% | -16.4% | +31.7% | +18.9% |
| 1Y | +31.0% | -33.1% | +64.1% | +44.1% |
| 3Y | +45.4% | +0.6% | +44.8% | +31.9% |
| 5Y | +54.7% | -26.4% | +81.1% | +55.2% |
| 10Y | +98.2% | -34.2% | +132.4% | +89.4% |
| All | +615.0% | +839.9% | -224.9% | +110.7% |
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 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