+557.5%
P vs ALK
-46.2%
+603.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +8.8% | -13.8% | -7.9% |
| 7D | -19.4% | +12.4% | -31.8% | -23.1% |
| 30D | -22.3% | +2.1% | -24.4% | -23.5% |
| 3M | +33.2% | -23.9% | +57.1% | +44.4% |
| 6M | +53.6% | +8.2% | +45.4% | +44.9% |
| YTD | +66.8% | -20.5% | +87.3% | +72.8% |
| 1Y | +17.5% | -1.0% | +18.6% | +11.2% |
| 3Y | +219.7% | +19.2% | +200.5% | +167.2% |
| 5Y | +307.8% | -28.2% | +336.0% | +301.7% |
| 10Y | +855.3% | -39.2% | +894.5% | +769.3% |
| All | +557.5% | -46.2% | +603.6% | +509.1% |
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