+34.8%
SOLS vs ALK
-12.8%
+47.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | +5.3% | +12.9% | -7.6% | +2.0% |
| 30D | +6.0% | +5.5% | +0.4% | +4.4% |
| 3M | +7.9% | -12.1% | +20.0% | +12.3% |
| 6M | -16.7% | +1.7% | -18.4% | -17.7% |
| YTD | +34.3% | -17.4% | +51.7% | +34.8% |
| 1Y | +38.2% | -1.9% | +40.2% | +27.6% |
| All | +34.8% | -12.8% | +47.5% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling