+87.9%
IT vs ALK
-45.1%
+133.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | +0.1% |
| 7D | -3.7% | +0.9% | -4.6% | -4.0% |
| 30D | -3.1% | +3.3% | -6.4% | -4.0% |
| 3M | +6.3% | -17.6% | +23.9% | +11.1% |
| 6M | +24.8% | +0.8% | +23.9% | +22.1% |
| YTD | -24.4% | -22.4% | -2.0% | -22.4% |
| 1Y | -17.1% | -10.1% | -7.0% | -18.8% |
| 3Y | -53.6% | +14.0% | -67.6% | -59.9% |
| 5Y | -42.5% | -29.8% | -12.7% | -43.8% |
| All | +87.9% | -45.1% | +133.0% | +67.3% |
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