+88.3%
RF vs ALK
+2.1%
+86.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | -3.6% | -19.2% | +15.6% | +2.2% |
| 3M | +8.1% | -1.5% | +9.6% | +7.3% |
| 6M | +11.5% | -13.1% | +24.5% | +13.7% |
| YTD | +15.6% | -16.4% | +32.0% | +18.7% |
| 1Y | +15.7% | -33.1% | +48.7% | +26.9% |
| All | +88.3% | +2.1% | +86.2% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling