+530.1%
SPYG vs ALK
+676.9%
-146.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +1.2% |
| 7D | 0.0% | +8.9% | -8.9% | -1.9% |
| 30D | -8.4% | +5.9% | -14.3% | -9.8% |
| 3M | -6.2% | -16.5% | +10.3% | -3.0% |
| 6M | -1.8% | +2.1% | -3.9% | -3.5% |
| YTD | +8.4% | -17.1% | +25.5% | +10.2% |
| 1Y | +10.1% | -2.9% | +12.9% | +7.8% |
| 3Y | +94.9% | +24.5% | +70.5% | +74.4% |
| 5Y | +68.5% | -29.1% | +97.6% | +68.0% |
| 10Y | +392.2% | -39.1% | +431.4% | +363.3% |
| All | +530.1% | +676.9% | -146.8% | +173.3% |
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 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