+485.4%
P vs ALK
-43.4%
+528.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +0.9% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +18.8% | -19.2% | +38.1% | +27.3% |
| 3M | +26.7% | -1.5% | +28.3% | +25.9% |
| 6M | +62.2% | -13.1% | +75.2% | +65.0% |
| YTD | +48.5% | -16.4% | +64.9% | +52.6% |
| 1Y | +26.4% | -33.1% | +59.5% | +38.8% |
| 3Y | +159.4% | +0.6% | +158.8% | +133.5% |
| 5Y | +275.8% | -26.4% | +302.2% | +269.6% |
| 10Y | +732.0% | -34.2% | +766.2% | +641.8% |
| All | +485.4% | -43.4% | +528.8% | +437.9% |
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