+104.1%
IT vs ALK
-35.2%
+139.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.2% | -5.0% |
| 7D | -6.0% | -0.7% | -5.4% | -5.9% |
| 30D | 0.0% | -19.2% | +19.2% | +5.1% |
| 3M | +13.1% | -1.5% | +14.6% | +12.1% |
| 6M | +11.7% | -13.1% | +24.7% | +12.7% |
| YTD | -26.1% | -16.4% | -9.7% | -25.4% |
| 1Y | -21.3% | -33.1% | +11.8% | -15.9% |
| 3Y | -46.7% | +0.6% | -47.4% | -51.9% |
| 5Y | -40.5% | -26.4% | -14.1% | -42.5% |
| All | +104.1% | -35.2% | +139.3% | +79.8% |
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