+655.3%
P vs ALK
-41.4%
+696.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.7% | +4.8% |
| 7D | -4.7% | +2.6% | -7.3% | -5.3% |
| 30D | -31.4% | +7.8% | -39.2% | -33.6% |
| 3M | -2.6% | -15.2% | +12.6% | +2.1% |
| 6M | +21.9% | +5.0% | +16.9% | +16.9% |
| YTD | +58.9% | -18.4% | +77.4% | +63.6% |
| 1Y | +21.7% | -2.4% | +24.1% | +16.2% |
| 3Y | +193.3% | +19.8% | +173.5% | +145.5% |
| 5Y | +275.1% | -27.8% | +302.9% | +270.3% |
| 10Y | +655.3% | -42.0% | +697.3% | +604.7% |
| All | +655.3% | -41.4% | +696.7% | +604.7% |
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 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