-7.1%
M vs ALK
-41.4%
+34.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | -3.3% | +2.6% | -5.9% | -4.6% |
| 30D | +8.1% | +7.8% | +0.3% | +3.2% |
| 3M | +2.2% | -15.2% | +17.4% | +11.5% |
| 6M | +35.1% | +5.0% | +30.1% | +27.2% |
| YTD | +15.8% | -18.4% | +34.3% | +22.0% |
| 1Y | +25.8% | -2.4% | +28.2% | +18.0% |
| 3Y | +156.2% | +19.8% | +136.5% | +84.6% |
| 5Y | -2.4% | -27.8% | +25.4% | -1.3% |
| 10Y | -7.1% | -42.0% | +34.8% | -21.9% |
| All | -7.1% | -41.4% | +34.3% | -21.9% |
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