+25.9%
GM vs ALK
-3.2%
+29.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.6% |
| 7D | -3.8% | +2.6% | -6.4% | -4.6% |
| 30D | +7.9% | +7.8% | +0.1% | +5.0% |
| 3M | -0.3% | -15.2% | +14.9% | +4.6% |
| 6M | +18.6% | +5.0% | +13.5% | +13.7% |
| YTD | +10.0% | -18.4% | +28.5% | +12.6% |
| 1Y | +25.9% | -2.4% | +28.3% | +18.4% |
| All | +25.9% | -3.2% | +29.1% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling