+12,471.5%
FIX vs ALK
+640.6%
+11,830.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.4% |
| 7D | +6.0% | -0.7% | +6.7% | +6.2% |
| 30D | -7.2% | -19.2% | +12.0% | -1.4% |
| 3M | -15.9% | -1.5% | -14.3% | -16.0% |
| 6M | +12.7% | -13.1% | +25.8% | +15.9% |
| YTD | +72.8% | -16.4% | +89.2% | +78.9% |
| 1Y | +122.9% | -33.1% | +156.0% | +144.4% |
| 3Y | +774.3% | +0.6% | +773.7% | +720.5% |
| 5Y | +2,049.5% | -26.4% | +2,075.9% | +2,064.5% |
| 10Y | +5,821.5% | -34.2% | +5,855.6% | +5,598.3% |
| All | +12,471.5% | +640.6% | +11,830.9% | +5,624.1% |
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