+264.0%
SPOT vs ALK
-25.0%
+289.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | -0.9% | -0.7% | -0.3% | -0.8% |
| 30D | +12.5% | -19.2% | +31.7% | +17.3% |
| 3M | +9.9% | -1.5% | +11.4% | +8.9% |
| 6M | +1.6% | -13.1% | +14.6% | +2.4% |
| YTD | -6.6% | -16.4% | +9.8% | -5.7% |
| 1Y | -22.9% | -33.1% | +10.1% | -18.5% |
| 3Y | +244.3% | +0.6% | +243.6% | +217.1% |
| 5Y | +117.8% | -26.4% | +144.2% | +113.9% |
| All | +264.0% | -25.0% | +289.0% | +242.8% |
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