+2,926.4%
V vs ALK
+862.9%
+2,063.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | +2.0% | -19.2% | +21.2% | +7.5% |
| 3M | +17.4% | -1.5% | +18.9% | +16.6% |
| 6M | +17.5% | -13.1% | +30.5% | +18.9% |
| YTD | +7.6% | -16.4% | +24.0% | +9.4% |
| 1Y | +7.7% | -33.1% | +40.8% | +15.4% |
| 3Y | +54.7% | +0.6% | +54.0% | +41.4% |
| 5Y | +73.0% | -26.4% | +99.4% | +69.0% |
| 10Y | +390.9% | -34.2% | +425.0% | +341.7% |
| All | +2,926.4% | +862.9% | +2,063.5% | +1,002.7% |
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 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