-24.7%
U vs ALK
-6.4%
-18.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.2% |
| 7D | +36.6% | +9.0% | +27.5% | +30.2% |
| 30D | +13.3% | -1.6% | +15.0% | +13.6% |
| 3M | +26.2% | -23.2% | +49.4% | +41.7% |
| 6M | +88.7% | -3.9% | +92.6% | +86.0% |
| YTD | +16.6% | -22.6% | +39.2% | +26.2% |
| 1Y | +29.0% | -5.3% | +34.3% | +23.8% |
| 3Y | +99.5% | +18.6% | +80.9% | +53.9% |
| 5Y | -66.1% | -34.4% | -31.7% | -66.4% |
| All | -24.7% | -6.4% | -18.2% | -11.7% |
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