+455.4%
V vs ALK
-40.7%
+496.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.8% | +12.9% | -12.1% | -2.2% |
| 30D | +9.9% | +5.5% | +4.4% | +8.2% |
| 3M | +17.5% | -12.1% | +29.6% | +20.5% |
| 6M | +33.5% | +1.7% | +31.7% | +30.6% |
| YTD | +21.6% | -17.4% | +39.0% | +23.5% |
| 1Y | +27.6% | -1.9% | +29.5% | +23.6% |
| 3Y | +76.4% | +21.2% | +55.2% | +52.5% |
| 5Y | +103.8% | -27.8% | +131.6% | +99.6% |
| All | +455.4% | -40.7% | +496.1% | +415.1% |
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