+102.6%
V vs ALK
-33.9%
+136.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.5% |
| 7D | +2.9% | +7.1% | -4.1% | +1.5% |
| 30D | +14.0% | -3.0% | +17.0% | +14.5% |
| 3M | +14.9% | -25.6% | +40.5% | +21.6% |
| 6M | +31.7% | +0.5% | +31.2% | +29.5% |
| YTD | +21.2% | -23.1% | +44.3% | +25.1% |
| 1Y | +25.3% | -7.5% | +32.8% | +23.2% |
| 3Y | +77.5% | +15.3% | +62.2% | +51.9% |
| 5Y | +102.6% | -34.8% | +137.4% | +111.1% |
| All | +102.6% | -33.9% | +136.5% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling