+36.8%
S vs ALK
-4.9%
+41.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.1% | +1.0% | +7.5% |
| 7D | +1.6% | +8.9% | -7.4% | +1.0% |
| 30D | -10.5% | +5.9% | -16.4% | -10.7% |
| 3M | +9.9% | -16.5% | +26.4% | +11.1% |
| 6M | +41.8% | +2.1% | +39.7% | +41.6% |
| YTD | +56.8% | -17.1% | +73.9% | +55.1% |
| All | +36.8% | -4.9% | +41.7% | +36.0% |
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 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