+3,094.0%
SPY vs ALK
+1,016.4%
+2,077.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +0.1% | -19.2% | +19.3% | +4.4% |
| 3M | +2.0% | -1.5% | +3.5% | +1.6% |
| 6M | +13.0% | -13.1% | +26.1% | +14.5% |
| YTD | +13.5% | -16.4% | +30.0% | +15.5% |
| 1Y | +20.0% | -33.1% | +53.0% | +27.1% |
| 3Y | +77.2% | +0.6% | +76.6% | +66.6% |
| 5Y | +81.9% | -26.4% | +108.3% | +79.6% |
| 10Y | +314.1% | -34.2% | +348.2% | +286.3% |
| All | +3,094.0% | +1,016.4% | +2,077.6% | +1,309.0% |
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 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