-72.4%
U vs ALK
-27.8%
-44.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +24.4% | +12.9% | +11.4% | +14.9% |
| 30D | +7.4% | +5.5% | +1.8% | +3.0% |
| 3M | +16.8% | -12.1% | +28.9% | +24.1% |
| 6M | +78.8% | +1.7% | +77.1% | +68.2% |
| YTD | +14.0% | -17.4% | +31.4% | +19.7% |
| 1Y | +16.7% | -1.9% | +18.7% | +7.0% |
| 3Y | +86.4% | +21.2% | +65.1% | +12.8% |
| All | -72.4% | -27.8% | -44.6% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling