+1,073.8%
PSX vs ALK
+148.5%
+925.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.6% | -3.9% |
| 7D | -9.7% | +7.1% | -16.8% | -11.8% |
| 30D | -8.4% | -3.0% | -5.4% | -8.3% |
| 3M | +22.6% | -25.6% | +48.3% | +32.1% |
| 6M | +38.8% | +0.5% | +38.3% | +32.8% |
| YTD | +95.5% | -23.1% | +118.5% | +98.7% |
| 1Y | +87.1% | -7.5% | +94.7% | +77.3% |
| 3Y | +133.5% | +15.3% | +118.2% | +90.1% |
| 5Y | +280.9% | -34.8% | +315.7% | +270.0% |
| 10Y | +356.6% | -41.2% | +397.7% | +300.1% |
| All | +1,073.8% | +148.5% | +925.4% | +557.0% |
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