+40.6%
S vs ALK
+16.0%
+24.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -13.4% | +9.0% | -22.5% | -15.2% |
| 30D | -14.0% | -1.6% | -12.3% | -13.8% |
| 3M | +4.9% | -23.2% | +28.0% | +10.7% |
| 6M | +42.0% | -3.9% | +45.9% | +40.9% |
| YTD | +45.1% | -22.6% | +67.7% | +49.7% |
| 1Y | +33.1% | -5.3% | +38.4% | +27.9% |
| 3Y | +40.6% | +18.6% | +22.1% | +23.2% |
| All | +40.6% | +16.0% | +24.7% | +23.2% |
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 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