-39.0%
U vs ALK
+1.0%
-40.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.8% |
| 7D | -3.8% | -0.7% | -3.1% | -3.5% |
| 30D | +17.5% | -19.2% | +36.7% | +29.6% |
| 3M | +38.7% | -1.5% | +40.3% | +37.0% |
| 6M | +104.4% | -13.1% | +117.5% | +109.8% |
| YTD | -5.7% | -16.4% | +10.7% | -0.9% |
| 1Y | +3.7% | -33.1% | +36.8% | +21.8% |
| 3Y | +12.3% | +0.6% | +11.7% | -2.9% |
| 5Y | -68.8% | -26.4% | -42.4% | -69.9% |
| All | -39.0% | +1.0% | -40.1% | -30.6% |
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