+87.9%
PSX vs ALK
-4.9%
+92.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.1% | -4.1% | +4.2% |
| 7D | -8.0% | +8.9% | -16.9% | -6.5% |
| 30D | -9.0% | +5.9% | -15.0% | -7.6% |
| 3M | +24.7% | -16.5% | +41.3% | +22.2% |
| 6M | +49.3% | +2.1% | +47.2% | +51.3% |
| YTD | +100.2% | -17.1% | +117.3% | +107.0% |
| All | +87.9% | -4.9% | +92.8% | +88.1% |
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 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