+61,246.3%
SU vs ALK
+839.9%
+60,406.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +3.6% | -0.7% | +4.2% | +3.6% |
| 30D | +7.9% | -19.2% | +27.1% | +11.6% |
| 3M | +3.5% | -1.5% | +5.0% | +2.6% |
| 6M | +19.0% | -13.1% | +32.0% | +18.8% |
| YTD | +55.0% | -16.4% | +71.4% | +55.2% |
| 1Y | +71.2% | -33.1% | +104.3% | +77.4% |
| 3Y | +117.4% | +0.6% | +116.8% | +102.6% |
| 5Y | +335.2% | -26.4% | +361.5% | +322.3% |
| 10Y | +248.7% | -34.2% | +282.9% | +231.6% |
| All | +61,246.3% | +839.9% | +60,406.4% | +20,817.8% |
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