+15.5%
MSCI vs ALK
-5.3%
+20.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +2.7% | +12.9% | -10.3% | +2.0% |
| 30D | +16.2% | +5.5% | +10.7% | +15.5% |
| 3M | +17.1% | -12.1% | +29.2% | +16.8% |
| 6M | +13.0% | +1.7% | +11.3% | +11.9% |
| YTD | +15.8% | -17.4% | +33.2% | +14.4% |
| 1Y | +15.5% | -1.9% | +17.4% | +12.7% |
| All | +15.5% | -5.3% | +20.8% | +12.7% |
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 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