-44.7%
S vs ALK
-30.5%
-14.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.1% | +1.0% | +5.6% |
| 7D | +1.6% | +8.9% | -7.4% | -1.4% |
| 30D | -10.5% | +5.9% | -16.4% | -12.5% |
| 3M | +9.9% | -16.5% | +26.4% | +16.1% |
| 6M | +41.8% | +2.1% | +39.7% | +36.8% |
| YTD | +56.8% | -17.1% | +73.9% | +59.6% |
| 1Y | +39.0% | -2.9% | +41.9% | +30.7% |
| 3Y | +53.8% | +24.5% | +29.3% | +12.4% |
| 5Y | -68.6% | -29.1% | -39.5% | -70.6% |
| All | -44.7% | -30.5% | -14.1% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling