+76.5%
SPY vs ALK
+23.9%
+52.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.6% | +12.9% | -13.5% | -2.7% |
| 30D | -3.7% | +5.5% | -9.2% | -4.8% |
| 3M | -2.7% | -12.1% | +9.4% | -0.9% |
| 6M | +2.2% | +1.7% | +0.5% | +0.7% |
| YTD | +10.8% | -17.4% | +28.2% | +12.3% |
| 1Y | +11.2% | -1.9% | +13.2% | +8.8% |
| 3Y | +76.5% | +21.2% | +55.2% | +64.9% |
| All | +76.5% | +23.9% | +52.6% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling