+424.7%
MAR vs ALK
-35.2%
+459.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.6% |
| 7D | -4.2% | -0.7% | -3.5% | -3.9% |
| 30D | -6.7% | -19.2% | +12.6% | +2.2% |
| 3M | -12.5% | -1.5% | -11.0% | -13.7% |
| 6M | +0.6% | -13.1% | +13.6% | +3.2% |
| YTD | +9.1% | -16.4% | +25.5% | +12.8% |
| 1Y | +26.2% | -33.1% | +59.3% | +43.0% |
| 3Y | +68.2% | +0.6% | +67.5% | +43.6% |
| 5Y | +163.9% | -26.4% | +190.3% | +159.1% |
| All | +424.7% | -35.2% | +459.9% | +337.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling