-72.0%
S vs ALK
-25.3%
-46.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | -7.7% | -0.7% | -7.0% | -7.5% |
| 30D | -5.3% | -19.2% | +13.9% | +1.9% |
| 3M | +20.3% | -1.5% | +21.8% | +19.0% |
| 6M | +47.4% | -13.1% | +60.4% | +50.0% |
| YTD | +32.5% | -16.4% | +49.0% | +35.3% |
| 1Y | +9.5% | -33.1% | +42.6% | +22.4% |
| 3Y | +15.5% | +0.6% | +14.9% | -4.8% |
| All | -72.0% | -25.3% | -46.7% | -74.4% |
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