+163.6%
W vs ALK
+7.5%
+156.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.7% |
| 7D | -4.2% | -0.7% | -3.5% | -3.8% |
| 30D | -7.6% | -19.2% | +11.7% | +3.4% |
| 3M | +37.2% | -1.5% | +38.7% | +39.3% |
| 6M | +26.3% | -13.1% | +39.4% | +35.7% |
| YTD | -1.0% | -16.4% | +15.4% | +8.3% |
| 1Y | +20.1% | -33.1% | +53.2% | +45.5% |
| 3Y | +37.8% | +0.6% | +37.2% | +33.6% |
| 5Y | -63.7% | -26.4% | -37.3% | -58.6% |
| 10Y | +156.3% | -34.2% | +190.5% | +152.5% |
| All | +163.6% | +7.5% | +156.1% | +109.3% |
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