+243.6%
W vs ALK
-37.5%
+281.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.1% | -2.5% | +0.6% |
| 7D | +3.3% | +8.9% | -5.6% | -1.4% |
| 30D | +10.5% | +5.9% | +4.6% | +6.5% |
| 3M | +9.6% | -16.5% | +26.2% | +20.3% |
| 6M | +76.4% | +2.1% | +74.3% | +75.2% |
| YTD | +16.4% | -17.1% | +33.5% | +27.5% |
| 1Y | +9.3% | -2.9% | +12.2% | +8.9% |
| 3Y | +172.8% | +24.5% | +148.3% | +133.0% |
| 5Y | -53.4% | -29.1% | -24.2% | -46.1% |
| 10Y | +243.6% | -39.1% | +282.8% | +227.0% |
| All | +243.6% | -37.5% | +281.1% | +227.0% |
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