+33.1%
S vs ALK
-6.6%
+39.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -13.4% | +9.0% | -22.5% | -13.8% |
| 30D | -14.0% | -1.6% | -12.3% | -13.8% |
| 3M | +4.9% | -23.2% | +28.0% | +6.8% |
| 6M | +42.0% | -3.9% | +45.9% | +42.4% |
| YTD | +45.1% | -22.6% | +67.7% | +44.7% |
| 1Y | +33.1% | -5.3% | +38.4% | +31.2% |
| All | +33.1% | -6.6% | +39.7% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling