+18.0%
Q vs ALK
-1.1%
+19.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.8% | -3.1% |
| 7D | -3.3% | +12.4% | -15.7% | -7.6% |
| 30D | -9.7% | +2.1% | -11.8% | -10.5% |
| 3M | -16.1% | -23.9% | +7.8% | -6.7% |
| 6M | -15.7% | +8.2% | -23.9% | -20.3% |
| YTD | +45.7% | -20.5% | +66.2% | +50.1% |
| 1Y | +18.0% | -1.0% | +19.1% | +10.1% |
| All | +18.0% | -1.1% | +19.1% | +10.1% |
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