+105.8%
V vs ALK
-31.3%
+137.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.2% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +6.3% | +3.3% | +3.0% | +5.4% |
| 3M | +17.2% | -17.6% | +34.7% | +21.3% |
| 6M | +29.2% | +0.8% | +28.4% | +26.9% |
| YTD | +20.8% | -22.4% | +43.2% | +24.3% |
| 1Y | +25.0% | -10.1% | +35.1% | +23.7% |
| 3Y | +75.3% | +14.0% | +61.3% | +50.7% |
| 5Y | +105.8% | -29.8% | +135.7% | +108.8% |
| All | +105.8% | -31.3% | +137.1% | +108.8% |
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