-8.1%
M vs ALK
-45.9%
+37.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.4% |
| 7D | +7.0% | -1.2% | +8.2% | +7.8% |
| 30D | +8.9% | +7.7% | +1.2% | +4.1% |
| 3M | +4.5% | -19.0% | +23.5% | +16.9% |
| 6M | +36.2% | -0.2% | +36.4% | +32.0% |
| YTD | +15.1% | -23.5% | +38.6% | +25.8% |
| 1Y | +27.4% | -9.1% | +36.6% | +24.5% |
| 3Y | +160.1% | +12.0% | +148.1% | +94.6% |
| 5Y | -1.6% | -30.9% | +29.3% | +1.7% |
| All | -8.1% | -45.9% | +37.8% | -18.6% |
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