+11.2%
P vs ALK
-4.9%
+16.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.8% | +5.3% |
| 7D | -9.6% | +8.9% | -18.5% | -10.6% |
| 30D | -33.4% | +5.9% | -39.4% | -33.7% |
| 3M | +14.2% | -16.5% | +30.7% | +17.5% |
| 6M | +31.6% | +2.1% | +29.5% | +30.4% |
| YTD | +53.5% | -17.1% | +70.6% | +58.0% |
| All | +11.2% | -4.9% | +16.1% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling