-51.6%
IT vs ALK
+16.0%
-67.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -16.9% | +9.0% | -26.0% | -17.9% |
| 30D | +2.3% | -1.6% | +4.0% | +2.4% |
| 3M | +2.9% | -23.2% | +26.0% | +6.2% |
| 6M | +25.9% | -3.9% | +29.7% | +25.2% |
| YTD | -24.6% | -22.6% | -2.1% | -23.2% |
| 1Y | -16.0% | -5.3% | -10.7% | -18.5% |
| 3Y | -51.6% | +18.6% | -70.2% | -54.7% |
| All | -51.6% | +16.0% | -67.5% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling