-54.2%
W vs ALK
-34.8%
-19.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.9% |
| 7D | -3.6% | +9.0% | -12.6% | -10.0% |
| 30D | +7.0% | -1.6% | +8.6% | +7.6% |
| 3M | +7.4% | -23.2% | +30.6% | +29.8% |
| 6M | +69.3% | -3.9% | +73.2% | +74.1% |
| YTD | +11.3% | -22.6% | +33.9% | +31.0% |
| 1Y | +13.2% | -5.3% | +18.5% | +11.8% |
| 3Y | +142.0% | +18.6% | +123.4% | +64.8% |
| All | -54.2% | -34.8% | -19.5% | -51.2% |
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