+78.2%
O vs ALK
-37.5%
+115.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | -0.8% |
| 7D | +3.3% | +8.9% | -5.6% | +1.3% |
| 30D | +10.3% | +5.9% | +4.4% | +8.6% |
| 3M | -3.5% | -16.5% | +13.1% | -0.1% |
| 6M | -1.3% | +2.1% | -3.4% | -3.5% |
| YTD | +10.3% | -17.1% | +27.4% | +11.6% |
| 1Y | +10.4% | -2.9% | +13.3% | +7.0% |
| 3Y | +40.0% | +24.5% | +15.5% | +17.0% |
| 5Y | +12.4% | -29.1% | +41.5% | +7.9% |
| 10Y | +78.2% | -39.1% | +117.3% | +29.0% |
| All | +78.2% | -37.5% | +115.7% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling