+72.2%
V vs ALK
-25.3%
+97.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | +2.0% | -19.2% | +21.2% | +6.5% |
| 3M | +17.4% | -1.5% | +18.9% | +16.7% |
| 6M | +17.5% | -13.1% | +30.5% | +19.1% |
| YTD | +7.6% | -16.4% | +24.0% | +9.5% |
| 1Y | +7.7% | -33.1% | +40.8% | +15.4% |
| 3Y | +54.7% | +0.6% | +54.0% | +40.9% |
| All | +72.2% | -25.3% | +97.4% | +69.7% |
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