-6.3%
M vs ALK
-33.9%
+27.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.6% | -4.3% |
| 7D | -2.1% | +7.1% | -9.2% | -5.4% |
| 30D | +7.7% | -3.0% | +10.7% | +9.0% |
| 3M | -4.4% | -25.6% | +21.3% | +9.7% |
| 6M | +27.5% | +0.5% | +27.0% | +23.9% |
| YTD | +12.8% | -23.1% | +35.8% | +22.1% |
| 1Y | +20.7% | -7.5% | +28.3% | +17.3% |
| 3Y | +111.3% | +15.3% | +96.0% | +50.9% |
| 5Y | -6.3% | -34.8% | +28.5% | -2.9% |
| All | -6.3% | -33.9% | +27.6% | -2.9% |
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 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