+449.7%
V vs ALK
-41.7%
+491.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +2.2% | +9.0% | -6.9% | +0.1% |
| 30D | +13.6% | -1.6% | +15.2% | +13.8% |
| 3M | +14.3% | -23.2% | +37.5% | +21.1% |
| 6M | +33.1% | -3.9% | +37.0% | +32.1% |
| YTD | +21.2% | -22.6% | +43.8% | +25.2% |
| 1Y | +26.4% | -5.3% | +31.8% | +23.5% |
| 3Y | +77.6% | +18.6% | +59.0% | +54.1% |
| 5Y | +102.6% | -34.4% | +137.0% | +103.3% |
| All | +449.7% | -41.7% | +491.4% | +465.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling