+39,219.9%
LOW vs ALK
+770.6%
+38,449.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +7.4% | +9.0% | -1.6% | +4.9% |
| 30D | +24.5% | -1.6% | +26.1% | +24.9% |
| 3M | +3.5% | -23.2% | +26.6% | +10.9% |
| 6M | -2.6% | -3.9% | +1.3% | -2.7% |
| YTD | -4.8% | -22.6% | +17.7% | -0.3% |
| 1Y | -0.8% | -5.3% | +4.5% | -2.1% |
| 3Y | +22.8% | +18.6% | +4.2% | +8.0% |
| 5Y | +5.3% | -34.4% | +39.7% | +6.9% |
| 10Y | +309.5% | -40.8% | +350.3% | +283.6% |
| All | +39,219.9% | +770.6% | +38,449.3% | +11,515.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling