+32.8%
NET vs ALK
-33.1%
+65.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -7.0% | -0.7% | -6.3% | -6.9% |
| 30D | -4.8% | -19.2% | +14.4% | -2.6% |
| 3M | +3.8% | -1.5% | +5.3% | +3.6% |
| 6M | +50.0% | -13.1% | +63.1% | +50.1% |
| YTD | +41.5% | -16.4% | +57.9% | +42.0% |
| 1Y | +32.8% | -33.1% | +65.9% | +29.0% |
| All | +32.8% | -33.1% | +65.9% | +29.0% |
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