-8.8%
IT vs ALK
-1.1%
-7.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | +1.1% |
| 7D | -5.5% | +12.4% | -17.9% | -5.8% |
| 30D | +10.3% | +2.1% | +8.3% | +9.8% |
| 3M | +11.5% | -23.9% | +35.4% | +10.7% |
| 6M | +40.3% | +8.2% | +32.0% | +40.3% |
| YTD | -17.9% | -20.5% | +2.6% | -18.4% |
| 1Y | -8.8% | -1.0% | -7.8% | -16.9% |
| All | -8.8% | -1.1% | -7.7% | -16.9% |
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