+48.4%
IR vs ALK
-25.3%
+73.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.9% |
| 3M | +6.1% | -1.5% | +7.6% | +5.8% |
| 6M | -16.8% | -13.1% | -3.8% | -14.4% |
| YTD | -3.5% | -16.4% | +12.9% | +0.1% |
| 1Y | -3.5% | -33.1% | +29.6% | +7.1% |
| 3Y | +9.5% | +0.6% | +8.9% | -1.1% |
| All | +48.4% | -25.3% | +73.7% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling