+346.5%
RF vs ALK
-34.2%
+380.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.8% |
| 7D | +1.3% | -0.7% | +2.0% | +1.6% |
| 30D | -3.6% | -19.2% | +15.6% | +5.8% |
| 3M | +8.1% | -1.5% | +9.6% | +6.7% |
| 6M | +11.5% | -13.1% | +24.5% | +14.1% |
| YTD | +15.6% | -16.4% | +32.0% | +19.4% |
| 1Y | +15.7% | -33.1% | +48.7% | +31.7% |
| 3Y | +86.9% | +0.6% | +86.3% | +59.1% |
| 5Y | +89.8% | -26.4% | +116.2% | +84.5% |
| All | +346.5% | -34.2% | +380.7% | +262.3% |
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