+26.7%
Q vs ALK
-5.6%
+32.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.1% |
| 7D | +0.2% | -0.7% | +0.9% | +0.5% |
| 30D | -11.1% | -19.2% | +8.1% | -3.3% |
| 3M | -22.1% | -1.5% | -20.6% | -22.3% |
| 6M | +0.5% | -13.1% | +13.5% | +2.0% |
| YTD | +47.8% | -16.4% | +64.2% | +50.1% |
| All | +26.7% | -5.6% | +32.3% | +22.2% |
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