+44.1%
IR vs ALK
-34.8%
+78.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +3.7% | +9.0% | -5.4% | +0.4% |
| 30D | +7.4% | -1.6% | +9.1% | +7.5% |
| 3M | -5.9% | -23.2% | +17.3% | +2.1% |
| 6M | +5.6% | -3.9% | +9.4% | +5.0% |
| YTD | +4.8% | -22.6% | +27.4% | +10.9% |
| 1Y | +6.9% | -5.3% | +12.3% | +5.3% |
| 3Y | +27.6% | +18.6% | +9.0% | +4.3% |
| All | +44.1% | -34.8% | +78.9% | +48.7% |
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 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