+26.8%
SIRI vs ALK
-35.4%
+62.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -3.0% | -3.1% | +0.1% | -2.7% |
| 30D | +1.3% | -17.1% | +18.4% | +2.9% |
| 3M | +5.6% | -3.8% | +9.4% | +5.6% |
| 6M | +35.2% | -5.3% | +40.4% | +34.2% |
| YTD | +49.1% | -20.3% | +69.3% | +46.8% |
| 1Y | +26.8% | -36.0% | +62.8% | +27.9% |
| All | +26.8% | -35.4% | +62.2% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling