-4.7%
RMD vs ALK
-4.9%
+0.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | -1.1% |
| 7D | +1.2% | +8.9% | -7.7% | -0.4% |
| 30D | +2.5% | +5.9% | -3.5% | +1.1% |
| 3M | +11.5% | -16.5% | +28.1% | +14.3% |
| 6M | +14.7% | +2.1% | +12.6% | +13.4% |
| YTD | -1.3% | -17.1% | +15.8% | +0.3% |
| All | -4.7% | -4.9% | +0.2% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling