+31.6%
Q vs ALK
-6.4%
+38.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +7.1% | -0.2% | +4.3% |
| 7D | +8.4% | +8.9% | -0.5% | +5.1% |
| 30D | -1.2% | +5.9% | -7.1% | -3.3% |
| 3M | -9.3% | -16.5% | +7.2% | -2.7% |
| 6M | -15.0% | +2.1% | -17.1% | -17.0% |
| YTD | +53.5% | -17.1% | +70.6% | +56.2% |
| 1Y | +35.9% | -2.9% | +38.7% | +30.8% |
| All | +31.6% | -6.4% | +38.0% | +27.2% |
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 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