+3,179.8%
MAR vs ALK
+230.9%
+2,948.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.8% | +0.7% |
| 7D | +1.8% | +0.9% | +0.9% | +1.3% |
| 30D | +14.3% | +3.3% | +11.0% | +12.2% |
| 3M | +20.0% | -17.6% | +37.6% | +27.3% |
| 6M | +21.7% | +0.8% | +20.9% | +18.0% |
| YTD | +37.7% | -22.4% | +60.1% | +44.5% |
| 1Y | +46.8% | -10.1% | +56.9% | +45.2% |
| 3Y | +121.0% | +14.0% | +107.0% | +88.5% |
| 5Y | +183.1% | -29.8% | +212.9% | +186.8% |
| 10Y | +532.4% | -44.8% | +577.2% | +544.6% |
| All | +3,179.8% | +230.9% | +2,948.9% | +1,032.8% |
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