+40.4%
O vs ALK
+23.9%
+16.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +3.5% | +12.9% | -9.4% | +2.8% |
| 30D | +10.4% | +5.5% | +4.9% | +9.9% |
| 3M | -2.4% | -12.1% | +9.7% | -2.0% |
| 6M | -1.2% | +1.7% | -2.9% | -1.8% |
| YTD | +10.4% | -17.4% | +27.8% | +10.6% |
| 1Y | +11.4% | -1.9% | +13.4% | +10.4% |
| 3Y | +40.4% | +21.2% | +19.1% | +33.2% |
| All | +40.4% | +23.9% | +16.5% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling