+2,862.1%
MSCI vs ALK
+627.7%
+2,234.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.8% | -3.4% | +3.3% |
| 7D | +11.5% | +12.4% | -1.0% | +8.4% |
| 30D | +22.1% | +2.1% | +20.0% | +21.2% |
| 3M | +18.4% | -23.9% | +42.3% | +25.6% |
| 6M | +16.6% | +8.2% | +8.4% | +12.4% |
| YTD | +18.8% | -20.5% | +39.3% | +21.4% |
| 1Y | +19.0% | -1.0% | +20.0% | +14.6% |
| 3Y | +40.7% | +19.2% | +21.5% | +23.5% |
| 5Y | +7.9% | -28.2% | +36.1% | +6.1% |
| 10Y | +848.9% | -39.2% | +888.0% | +763.4% |
| All | +2,862.1% | +627.7% | +2,234.4% | +1,217.7% |
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 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