+41,132.7%
RMD vs ALK
+1,024.8%
+40,107.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | +2.2% | -19.2% | +21.5% | +5.9% |
| 3M | +17.8% | -1.5% | +19.4% | +17.6% |
| 6M | -11.3% | -13.1% | +1.7% | -10.2% |
| YTD | -4.4% | -16.4% | +12.0% | -2.9% |
| 1Y | -15.7% | -33.1% | +17.3% | -11.5% |
| 3Y | +47.7% | +0.6% | +47.1% | +40.3% |
| 5Y | -19.2% | -26.4% | +7.2% | -20.5% |
| 10Y | +280.4% | -34.2% | +314.5% | +255.3% |
| All | +41,132.7% | +1,024.8% | +40,107.9% | +29,220.3% |
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