+273.8%
RF vs ALK
-42.1%
+315.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -0.7% |
| 7D | -1.6% | +7.1% | -8.7% | -4.9% |
| 30D | +5.0% | -3.0% | +8.0% | +5.8% |
| 3M | -10.0% | -25.6% | +15.7% | +1.8% |
| 6M | +3.3% | +0.5% | +2.8% | -0.6% |
| YTD | +7.9% | -23.1% | +31.0% | +14.7% |
| 1Y | +21.2% | -7.5% | +28.8% | +17.2% |
| 3Y | +105.8% | +15.3% | +90.5% | +60.2% |
| 5Y | +43.7% | -34.8% | +78.5% | +47.5% |
| All | +273.8% | -42.1% | +315.9% | +204.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling