-47.6%
S vs ALK
-34.9%
-12.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.8% | -1.4% | -4.6% |
| 7D | +4.1% | +0.9% | +3.2% | +3.9% |
| 30D | -7.2% | +3.3% | -10.4% | -8.5% |
| 3M | 0.0% | -17.6% | +17.5% | +6.2% |
| 6M | +41.6% | +0.8% | +40.8% | +37.1% |
| YTD | +48.6% | -22.4% | +71.0% | +54.7% |
| 1Y | +30.0% | -10.1% | +40.1% | +25.9% |
| 3Y | +42.2% | +14.0% | +28.2% | +7.8% |
| 5Y | -70.8% | -29.8% | -41.0% | -72.0% |
| All | -47.6% | -34.9% | -12.6% | -50.8% |
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