+425.3%
M vs ALK
+752.5%
-327.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +2.0% |
| 7D | +4.7% | -0.7% | +5.4% | +5.0% |
| 30D | -9.6% | -19.2% | +9.6% | -1.9% |
| 3M | +0.9% | -1.5% | +2.4% | +0.4% |
| 6M | +22.3% | -13.1% | +35.3% | +25.7% |
| YTD | +6.5% | -16.4% | +22.9% | +10.5% |
| 1Y | +38.8% | -33.1% | +71.8% | +55.9% |
| 3Y | +115.9% | +0.6% | +115.3% | +96.2% |
| 5Y | +28.6% | -26.4% | +55.0% | +34.1% |
| 10Y | -2.5% | -34.2% | +31.6% | +2.4% |
| All | +425.3% | +752.5% | -327.2% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling