-63.1%
W vs ALK
-25.3%
-37.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.3% |
| 7D | -4.2% | -0.7% | -3.5% | -3.6% |
| 30D | -7.6% | -19.2% | +11.7% | +8.4% |
| 3M | +37.2% | -1.5% | +38.7% | +39.4% |
| 6M | +26.3% | -13.1% | +39.4% | +38.3% |
| YTD | -1.0% | -16.4% | +15.4% | +10.9% |
| 1Y | +20.1% | -33.1% | +53.2% | +57.1% |
| 3Y | +37.8% | +0.6% | +37.2% | +17.1% |
| All | -63.1% | -25.3% | -37.9% | -60.4% |
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 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