+11.7%
IR vs ALK
-10.2%
+22.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +2.5% | -1.2% | +3.7% | +2.8% |
| 30D | +9.2% | +7.7% | +1.5% | +6.1% |
| 3M | +0.9% | -19.0% | +19.9% | +8.1% |
| 6M | +19.2% | -0.2% | +19.4% | +16.8% |
| YTD | +7.5% | -23.5% | +31.0% | +13.3% |
| 1Y | +11.7% | -9.1% | +20.9% | +9.9% |
| All | +11.7% | -10.2% | +22.0% | +9.9% |
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 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