+105.5%
V vs ALK
-29.1%
+134.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -1.6% |
| 7D | -0.8% | +8.9% | -9.7% | -2.6% |
| 30D | +9.5% | +5.9% | +3.6% | +8.0% |
| 3M | +16.7% | -16.5% | +33.2% | +20.5% |
| 6M | +32.9% | +2.1% | +30.8% | +30.3% |
| YTD | +21.1% | -17.1% | +38.2% | +23.0% |
| 1Y | +26.6% | -2.9% | +29.5% | +23.3% |
| 3Y | +78.4% | +24.5% | +53.9% | +50.2% |
| 5Y | +105.5% | -29.1% | +134.6% | +110.3% |
| All | +105.5% | -29.1% | +134.6% | +110.3% |
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