-4.4%
RMD vs ALK
-31.3%
+27.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.5% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | +2.1% | +7.7% | -5.6% | +0.6% |
| 3M | +6.2% | -19.0% | +25.2% | +9.7% |
| 6M | +19.4% | -0.2% | +19.6% | +18.3% |
| YTD | +0.5% | -23.5% | +24.0% | +3.4% |
| 1Y | -3.9% | -9.1% | +5.2% | -4.3% |
| 3Y | +72.5% | +12.0% | +60.5% | +54.3% |
| All | -4.4% | -31.3% | +27.0% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling