+291.3%
IR vs ALK
-46.5%
+337.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.7% |
| 7D | -2.8% | -0.7% | -2.2% | -2.6% |
| 30D | -15.1% | -19.2% | +4.1% | -8.4% |
| 3M | +6.1% | -1.5% | +7.6% | +5.7% |
| 6M | -16.8% | -13.1% | -3.8% | -14.2% |
| YTD | -3.5% | -16.4% | +12.9% | +0.5% |
| 1Y | -3.5% | -33.1% | +29.6% | +8.2% |
| 3Y | +9.5% | +0.6% | +8.9% | -1.4% |
| 5Y | +45.1% | -26.4% | +71.5% | +43.4% |
| All | +291.3% | -46.5% | +337.8% | +246.3% |
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