-6.6%
RMD vs ALK
-34.8%
+28.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +2.3% | +9.0% | -6.7% | +0.8% |
| 30D | +4.1% | -1.6% | +5.8% | +4.3% |
| 3M | +5.7% | -23.2% | +28.9% | +10.2% |
| 6M | +12.9% | -3.9% | +16.8% | +12.7% |
| YTD | -1.5% | -22.6% | +21.1% | +1.2% |
| 1Y | -4.8% | -5.3% | +0.6% | -5.7% |
| 3Y | +57.5% | +18.6% | +38.9% | +39.0% |
| All | -6.6% | -34.8% | +28.2% | -7.6% |
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