+634.6%
P vs ALK
-45.9%
+680.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.4% |
| 7D | +11.6% | -1.2% | +12.8% | +12.0% |
| 30D | -23.7% | +7.7% | -31.4% | -26.2% |
| 3M | -8.0% | -19.0% | +11.0% | -2.1% |
| 6M | +27.9% | -0.2% | +28.1% | +24.6% |
| YTD | +61.2% | -23.5% | +84.7% | +69.3% |
| 1Y | +28.6% | -9.1% | +37.7% | +25.6% |
| 3Y | +200.5% | +12.0% | +188.4% | +157.1% |
| 5Y | +282.9% | -30.9% | +313.8% | +283.0% |
| All | +634.6% | -45.9% | +680.5% | +626.4% |
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