+38.3%
S vs ALK
+13.2%
+25.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +2.0% | -1.2% | +3.2% | +2.4% |
| 30D | -2.7% | +7.7% | -10.4% | -4.4% |
| 3M | -6.9% | -19.0% | +12.1% | -2.7% |
| 6M | +38.1% | -0.2% | +38.3% | +35.8% |
| YTD | +48.0% | -23.5% | +71.5% | +53.2% |
| 1Y | +34.5% | -9.1% | +43.6% | +31.0% |
| 3Y | +38.3% | +12.0% | +26.3% | +22.7% |
| All | +38.3% | +13.2% | +25.1% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling