+272.5%
RF vs ALK
-41.7%
+314.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -0.9% | +9.0% | -10.0% | -5.0% |
| 30D | +6.0% | -1.6% | +7.7% | +6.1% |
| 3M | -8.9% | -23.2% | +14.3% | +1.5% |
| 6M | +2.3% | -3.9% | +6.2% | +0.6% |
| YTD | +7.6% | -22.6% | +30.1% | +14.0% |
| 1Y | +21.2% | -5.3% | +26.5% | +15.8% |
| 3Y | +108.5% | +18.6% | +90.0% | +60.0% |
| 5Y | +43.2% | -34.4% | +77.6% | +46.5% |
| All | +272.5% | -41.7% | +314.2% | +202.9% |
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 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