+3,309.9%
V vs ALK
+786.4%
+2,523.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.4% |
| 7D | +2.9% | +7.1% | -4.1% | +1.1% |
| 30D | +14.0% | -3.0% | +17.0% | +14.6% |
| 3M | +14.9% | -25.6% | +40.5% | +23.2% |
| 6M | +31.7% | +0.5% | +31.2% | +29.1% |
| YTD | +21.2% | -23.1% | +44.3% | +25.5% |
| 1Y | +25.3% | -7.5% | +32.8% | +23.0% |
| 3Y | +77.5% | +15.3% | +62.2% | +55.7% |
| 5Y | +102.6% | -34.8% | +137.4% | +103.7% |
| 10Y | +464.3% | -41.2% | +505.5% | +421.5% |
| All | +3,309.9% | +786.4% | +2,523.5% | +1,164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling