+2,947.4%
SPY vs ALK
+927.7%
+2,019.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.7% |
| 7D | -4.7% | +7.1% | -11.8% | -6.2% |
| 30D | -5.9% | -3.0% | -2.9% | -5.6% |
| 3M | -4.5% | -25.6% | +21.1% | +1.0% |
| 6M | +1.8% | +0.5% | +1.3% | +0.3% |
| YTD | +8.3% | -23.1% | +31.4% | +11.7% |
| 1Y | +9.3% | -7.5% | +16.9% | +8.2% |
| 3Y | +74.9% | +15.3% | +59.5% | +59.3% |
| 5Y | +67.3% | -34.8% | +102.1% | +69.1% |
| 10Y | +311.6% | -41.2% | +352.7% | +291.9% |
| All | +2,947.4% | +927.7% | +2,019.7% | +1,262.7% |
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