+42,172.8%
RMD vs ALK
+1,011.4%
+41,161.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +3.1% | +12.9% | -9.8% | +0.9% |
| 30D | +1.8% | +5.5% | -3.8% | +0.7% |
| 3M | +6.7% | -12.1% | +18.8% | +8.7% |
| 6M | +13.9% | +1.7% | +12.2% | +12.5% |
| YTD | -2.0% | -17.4% | +15.4% | -0.5% |
| 1Y | -5.4% | -1.9% | -3.5% | -6.9% |
| 3Y | +67.4% | +21.2% | +46.1% | +53.6% |
| 5Y | -5.7% | -27.8% | +22.1% | -6.9% |
| 10Y | +338.4% | -41.0% | +379.4% | +316.2% |
| All | +42,172.8% | +1,011.4% | +41,161.3% | +29,939.0% |
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