+144.9%
W vs ALK
-35.2%
+180.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.6% |
| 7D | -4.2% | -0.7% | -3.5% | -3.7% |
| 30D | -7.6% | -19.2% | +11.7% | +4.0% |
| 3M | +37.2% | -1.5% | +38.7% | +39.4% |
| 6M | +26.3% | -13.1% | +39.4% | +36.0% |
| YTD | -1.0% | -16.4% | +15.4% | +8.6% |
| 1Y | +20.1% | -33.1% | +53.2% | +46.7% |
| 3Y | +37.8% | +0.6% | +37.2% | +32.6% |
| 5Y | -63.7% | -26.4% | -37.3% | -58.6% |
| All | +144.9% | -35.2% | +180.1% | +130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling