+1,440.4%
RF vs ALK
+794.3%
+646.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | -1.6% |
| 7D | +2.3% | +12.4% | -10.2% | -2.1% |
| 30D | +7.2% | +2.1% | +5.2% | +5.9% |
| 3M | -8.2% | -23.9% | +15.7% | +0.2% |
| 6M | +7.0% | +8.2% | -1.2% | +1.5% |
| YTD | +10.3% | -20.5% | +30.8% | +14.7% |
| 1Y | +25.1% | -1.0% | +26.1% | +19.8% |
| 3Y | +110.3% | +19.2% | +91.1% | +78.6% |
| 5Y | +47.1% | -28.2% | +75.3% | +48.0% |
| 10Y | +297.9% | -39.2% | +337.1% | +299.1% |
| All | +1,440.4% | +794.3% | +646.2% | +484.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling