+200.6%
W vs ALK
-1.1%
+201.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.2% | -5.0% | -6.5% |
| 7D | -5.6% | +7.1% | -12.7% | -9.0% |
| 30D | +7.5% | -3.0% | +10.5% | +9.0% |
| 3M | +5.4% | -25.6% | +31.0% | +22.7% |
| 6M | +79.4% | +0.5% | +78.9% | +80.3% |
| YTD | +12.9% | -23.1% | +36.0% | +28.5% |
| 1Y | +12.4% | -7.5% | +20.0% | +15.5% |
| 3Y | +128.5% | +15.3% | +113.2% | +106.8% |
| 5Y | -54.0% | -34.8% | -19.2% | -44.4% |
| 10Y | +248.8% | -41.2% | +289.9% | +260.4% |
| All | +200.6% | -1.1% | +201.7% | +148.3% |
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