+78.8%
U vs ALK
+22.2%
+56.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +24.4% | +12.9% | +11.4% | +17.9% |
| 30D | +7.4% | +5.5% | +1.8% | +4.5% |
| 3M | +16.8% | -12.1% | +28.9% | +22.0% |
| 6M | +78.8% | +1.7% | +77.1% | +72.6% |
| YTD | +14.0% | -17.4% | +31.4% | +20.2% |
| 1Y | +16.7% | -1.9% | +18.7% | +12.4% |
| All | +78.8% | +22.2% | +56.6% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling