+5,283.0%
O vs ALK
+1,010.6%
+4,272.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.2% |
| 7D | +4.5% | +7.1% | -2.5% | +2.8% |
| 30D | +10.2% | -3.0% | +13.2% | +10.7% |
| 3M | -3.8% | -25.6% | +21.9% | +2.4% |
| 6M | -3.8% | +0.5% | -4.3% | -5.6% |
| YTD | +10.3% | -23.1% | +33.4% | +13.5% |
| 1Y | +11.9% | -7.5% | +19.4% | +9.8% |
| 3Y | +38.1% | +15.3% | +22.8% | +21.5% |
| 5Y | +11.1% | -34.8% | +45.9% | +9.3% |
| 10Y | +72.7% | -41.2% | +113.9% | +59.9% |
| All | +5,283.0% | +1,010.6% | +4,272.4% | +2,233.3% |
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