+15.8%
Q vs ALK
-13.1%
+28.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.2% | -4.1% | -6.2% |
| 7D | -10.3% | +7.1% | -17.3% | -12.7% |
| 30D | -17.7% | -3.0% | -14.7% | -16.8% |
| 3M | -18.8% | -25.6% | +6.8% | -9.1% |
| 6M | -24.8% | +0.5% | -25.3% | -26.6% |
| YTD | +35.0% | -23.1% | +58.1% | +41.1% |
| 1Y | +10.7% | -7.5% | +18.3% | +9.2% |
| All | +15.8% | -13.1% | +28.9% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling