+456.0%
M vs ALK
+684.7%
-228.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.6% | -4.6% |
| 7D | -2.1% | +7.1% | -9.2% | -4.8% |
| 30D | +7.7% | -3.0% | +10.7% | +8.8% |
| 3M | -4.4% | -25.6% | +21.3% | +7.1% |
| 6M | +27.5% | +0.5% | +27.0% | +25.1% |
| YTD | +12.8% | -23.1% | +35.8% | +20.5% |
| 1Y | +20.7% | -7.5% | +28.3% | +19.4% |
| 3Y | +111.3% | +15.3% | +96.0% | +81.3% |
| 5Y | -6.3% | -34.8% | +28.5% | +2.1% |
| 10Y | +1.5% | -41.2% | +42.6% | +11.2% |
| All | +456.0% | +684.7% | -228.7% | +77.5% |
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