-28.6%
U vs ALK
-7.0%
-21.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -3.2% | +18.2% | +16.5% |
| 7D | +24.3% | +7.1% | +17.2% | +19.6% |
| 30D | +8.6% | -3.0% | +11.5% | +9.6% |
| 3M | +37.6% | -25.6% | +63.2% | +56.7% |
| 6M | +78.5% | +0.5% | +78.0% | +71.6% |
| YTD | +10.5% | -23.1% | +33.5% | +19.9% |
| 1Y | +15.2% | -7.5% | +22.8% | +12.1% |
| 3Y | +76.6% | +15.3% | +61.2% | +38.4% |
| 5Y | -67.9% | -34.8% | -33.1% | -68.0% |
| All | -28.6% | -7.0% | -21.6% | -16.0% |
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 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