+345.2%
IR vs ALK
-47.0%
+392.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.1% | -2.4% | +2.1% |
| 7D | +5.0% | +8.9% | -3.9% | +1.6% |
| 30D | +10.3% | +5.9% | +4.4% | +7.4% |
| 3M | -0.1% | -16.5% | +16.5% | +5.6% |
| 6M | +14.8% | +2.1% | +12.6% | +11.5% |
| YTD | +9.7% | -17.1% | +26.8% | +13.7% |
| 1Y | +12.2% | -2.9% | +15.1% | +9.3% |
| 3Y | +30.0% | +24.5% | +5.5% | +6.6% |
| 5Y | +46.8% | -29.1% | +75.9% | +46.8% |
| All | +345.2% | -47.0% | +392.2% | +291.9% |
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