-10.3%
M vs ALK
-34.8%
+24.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.9% |
| 7D | -4.3% | +9.0% | -13.3% | -8.3% |
| 30D | +1.3% | -1.6% | +2.9% | +1.8% |
| 3M | -7.4% | -23.2% | +15.8% | +4.6% |
| 6M | +18.3% | -3.9% | +22.2% | +17.7% |
| YTD | +7.6% | -22.6% | +30.2% | +16.1% |
| 1Y | +17.4% | -5.3% | +22.7% | +12.6% |
| 3Y | +108.4% | +18.6% | +89.8% | +45.7% |
| All | -10.3% | -34.8% | +24.5% | -7.3% |
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