-43.1%
IT vs ALK
-34.8%
-8.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.2% |
| 7D | -16.9% | +9.0% | -26.0% | -18.4% |
| 30D | +2.3% | -1.6% | +4.0% | +2.6% |
| 3M | +2.9% | -23.2% | +26.0% | +8.3% |
| 6M | +25.9% | -3.9% | +29.7% | +24.9% |
| YTD | -24.6% | -22.6% | -2.1% | -22.7% |
| 1Y | -16.0% | -5.3% | -10.7% | -19.2% |
| 3Y | -51.6% | +18.6% | -70.2% | -60.1% |
| All | -43.1% | -34.8% | -8.3% | -42.8% |
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 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