-68.0%
S vs ALK
-33.9%
-34.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.2% | -5.6% | -7.7% |
| 7D | -16.7% | +7.1% | -23.7% | -19.0% |
| 30D | -17.0% | -3.0% | -14.0% | -16.4% |
| 3M | +2.0% | -25.6% | +27.6% | +12.6% |
| 6M | +35.1% | +0.5% | +34.6% | +30.2% |
| YTD | +42.8% | -23.1% | +65.9% | +49.2% |
| 1Y | +27.7% | -7.5% | +35.3% | +21.2% |
| 3Y | +33.0% | +15.3% | +17.6% | -5.1% |
| 5Y | -68.0% | -34.8% | -33.2% | -67.1% |
| All | -68.0% | -33.9% | -34.1% | -67.1% |
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