-68.9%
S vs ALK
-34.8%
-34.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -13.4% | +9.0% | -22.5% | -16.4% |
| 30D | -14.0% | -1.6% | -12.3% | -13.8% |
| 3M | +4.9% | -23.2% | +28.0% | +14.4% |
| 6M | +42.0% | -3.9% | +45.9% | +39.6% |
| YTD | +45.1% | -22.6% | +67.7% | +51.3% |
| 1Y | +33.1% | -5.3% | +38.4% | +24.9% |
| 3Y | +40.6% | +18.6% | +22.1% | -1.4% |
| All | -68.9% | -34.8% | -34.1% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling