+476.5%
V vs ALK
-45.1%
+521.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +0.8% |
| 7D | -0.4% | +0.9% | -1.3% | -0.7% |
| 30D | +6.3% | +3.3% | +3.0% | +5.2% |
| 3M | +17.2% | -17.6% | +34.7% | +22.0% |
| 6M | +29.2% | +0.8% | +28.4% | +26.7% |
| YTD | +20.8% | -22.4% | +43.2% | +24.5% |
| 1Y | +25.0% | -10.1% | +35.1% | +23.6% |
| 3Y | +75.3% | +14.0% | +61.3% | +53.6% |
| 5Y | +105.8% | -29.8% | +135.7% | +102.7% |
| All | +476.5% | -45.1% | +521.6% | +428.2% |
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