+53.6%
P vs ALK
+5.1%
+48.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +8.8% | -13.8% | -5.3% |
| 7D | -19.4% | +12.4% | -31.8% | -20.0% |
| 30D | -22.3% | +2.1% | -24.4% | -21.5% |
| 3M | +33.2% | -23.9% | +57.1% | +37.8% |
| 6M | +53.6% | +8.2% | +45.4% | +64.4% |
| All | +53.6% | +5.1% | +48.5% | +64.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling