-24.8%
U vs ALK
+0.2%
-24.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -3.5% |
| 7D | +32.3% | +8.9% | +23.4% | +26.2% |
| 30D | +9.7% | +5.9% | +3.8% | +5.9% |
| 3M | +19.6% | -16.5% | +36.1% | +28.9% |
| 6M | +82.6% | +2.1% | +80.5% | +74.5% |
| YTD | +16.4% | -17.1% | +33.5% | +21.7% |
| 1Y | +28.5% | -2.9% | +31.3% | +22.1% |
| 3Y | +103.8% | +24.5% | +79.3% | +53.6% |
| 5Y | -70.0% | -29.1% | -40.9% | -71.3% |
| All | -24.8% | +0.2% | -24.9% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling