+103.0%
PSX vs ALK
-36.6%
+139.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.5% |
| 7D | +1.8% | -3.0% | +4.8% | +1.4% |
| 30D | +21.6% | -14.6% | +36.2% | +19.0% |
| 3M | +46.5% | -10.6% | +57.0% | +44.6% |
| 6M | +62.0% | -6.7% | +68.7% | +63.4% |
| YTD | +106.3% | -19.8% | +126.1% | +110.1% |
| 1Y | +103.0% | -35.2% | +138.2% | +97.6% |
| All | +103.0% | -36.6% | +139.5% | +97.6% |
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