+449.6%
P vs ALK
-47.9%
+497.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.2% | -13.1% | -15.3% |
| 7D | -31.9% | +7.1% | -38.9% | -33.8% |
| 30D | -36.5% | -3.0% | -33.5% | -36.3% |
| 3M | +11.6% | -25.6% | +37.2% | +22.1% |
| 6M | +25.2% | +0.5% | +24.7% | +21.4% |
| YTD | +39.4% | -23.1% | +62.5% | +46.4% |
| 1Y | -3.7% | -7.5% | +3.9% | -6.5% |
| 3Y | +167.3% | +15.3% | +152.0% | +126.3% |
| 5Y | +237.3% | -34.8% | +272.1% | +245.0% |
| 10Y | +698.6% | -41.2% | +739.8% | +636.2% |
| All | +449.6% | -47.9% | +497.6% | +415.9% |
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