+22.2%
Z vs ALK
-42.9%
+65.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.8% | +0.7% | +6.2% |
| 7D | +10.2% | +12.4% | -2.3% | +5.6% |
| 30D | +23.7% | +2.1% | +21.6% | +22.8% |
| 3M | -6.6% | -23.9% | +17.3% | +3.2% |
| 6M | -23.0% | +8.2% | -31.2% | -26.4% |
| YTD | -50.3% | -20.5% | -29.8% | -47.7% |
| 1Y | -53.6% | -1.0% | -52.5% | -55.2% |
| 3Y | -10.1% | +19.2% | -29.2% | -23.5% |
| 5Y | -49.8% | -28.2% | -21.5% | -48.8% |
| 10Y | -1.6% | -39.2% | +37.6% | -12.6% |
| All | +22.2% | -42.9% | +65.1% | +7.1% |
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