-49.8%
Z vs ALK
-28.8%
-21.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.8% | +0.7% | +5.6% |
| 7D | +10.2% | +12.4% | -2.3% | +4.9% |
| 30D | +23.7% | +2.1% | +21.6% | +22.6% |
| 3M | -6.6% | -23.9% | +17.3% | +4.6% |
| 6M | -23.0% | +8.2% | -31.2% | -27.3% |
| YTD | -50.3% | -20.5% | -29.8% | -47.3% |
| 1Y | -53.6% | -1.0% | -52.5% | -55.9% |
| 3Y | -10.1% | +19.2% | -29.2% | -32.8% |
| 5Y | -49.8% | -28.2% | -21.5% | -51.3% |
| All | -49.8% | -28.8% | -21.0% | -51.3% |
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 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