+48.4%
MAR vs ALK
-10.2%
+58.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +1.6% | -1.2% | +2.8% | +1.8% |
| 30D | +13.8% | +7.7% | +6.1% | +11.8% |
| 3M | +20.3% | -19.0% | +39.3% | +25.3% |
| 6M | +21.3% | -0.2% | +21.5% | +18.2% |
| YTD | +37.2% | -23.5% | +60.7% | +38.9% |
| 1Y | +48.4% | -9.1% | +57.6% | +46.3% |
| All | +48.4% | -10.2% | +58.7% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling