+27.4%
M vs ALK
-25.3%
+52.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +1.8% |
| 7D | +4.7% | -0.7% | +5.4% | +5.1% |
| 30D | -9.6% | -19.2% | +9.6% | +0.1% |
| 3M | +0.9% | -1.5% | +2.4% | 0.0% |
| 6M | +22.3% | -13.1% | +35.3% | +26.5% |
| YTD | +6.5% | -16.4% | +22.9% | +11.2% |
| 1Y | +38.8% | -33.1% | +71.8% | +61.9% |
| 3Y | +115.9% | +0.6% | +115.3% | +77.0% |
| All | +27.4% | -25.3% | +52.7% | +30.3% |
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