+25.3%
U vs ALK
-7.4%
+32.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +2.3% |
| 7D | +2.8% | +0.9% | +1.9% | +2.5% |
| 30D | +7.6% | +3.3% | +4.3% | +6.3% |
| 3M | +12.7% | -17.6% | +30.3% | +17.7% |
| 6M | +87.0% | +0.8% | +86.1% | +83.6% |
| YTD | +13.6% | -22.4% | +36.0% | +30.4% |
| 1Y | +25.3% | -10.1% | +35.4% | +40.1% |
| All | +25.3% | -7.4% | +32.7% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling