-0.3%
SPOT vs ALK
-1.1%
+0.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.8% | -4.2% | +4.4% |
| 7D | +16.6% | +12.4% | +4.2% | +16.3% |
| 30D | +29.9% | +2.1% | +27.9% | +29.3% |
| 3M | +31.3% | -23.9% | +55.1% | +30.1% |
| 6M | +43.2% | +8.2% | +35.0% | +41.5% |
| YTD | +8.1% | -20.5% | +28.6% | +4.1% |
| 1Y | -0.3% | -1.0% | +0.7% | -4.0% |
| All | -0.3% | -1.1% | +0.8% | -4.0% |
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 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