+254.8%
SPOT vs ALK
-27.3%
+282.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.9% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +8.3% | -18.5% | +26.8% | +12.7% |
| 3M | +5.1% | -3.6% | +8.6% | +4.6% |
| 6M | -6.5% | -3.7% | -2.8% | -7.6% |
| YTD | -9.0% | -19.0% | +10.0% | -7.5% |
| 1Y | -26.4% | -36.0% | +9.6% | -21.4% |
| 3Y | +240.0% | +2.3% | +237.7% | +211.3% |
| 5Y | +111.7% | -27.8% | +139.5% | +108.9% |
| All | +254.8% | -27.3% | +282.1% | +236.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling