+325.3%
IR vs ALK
-50.5%
+375.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +3.7% | +9.0% | -5.4% | +0.2% |
| 30D | +7.4% | -1.6% | +9.1% | +7.4% |
| 3M | -5.9% | -23.2% | +17.3% | +2.5% |
| 6M | +5.6% | -3.9% | +9.4% | +4.8% |
| YTD | +4.8% | -22.6% | +27.4% | +11.3% |
| 1Y | +6.9% | -5.3% | +12.3% | +5.0% |
| 3Y | +27.6% | +18.6% | +9.0% | +6.3% |
| 5Y | +45.8% | -34.4% | +80.2% | +50.0% |
| All | +325.3% | -50.5% | +375.7% | +283.7% |
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 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