+24.7%
Z vs ALK
-40.0%
+64.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.7% | -2.7% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -4.2% | -19.2% | +15.0% | +3.3% |
| 3M | -3.7% | -1.5% | -2.2% | -4.3% |
| 6M | -24.5% | -13.1% | -11.5% | -22.6% |
| YTD | -49.3% | -16.4% | -32.9% | -47.7% |
| 1Y | -58.7% | -33.1% | -25.6% | -53.9% |
| 3Y | -34.1% | +0.6% | -34.8% | -40.3% |
| 5Y | -64.5% | -26.4% | -38.2% | -64.5% |
| 10Y | -0.5% | -34.2% | +33.7% | -14.1% |
| All | +24.7% | -40.0% | +64.7% | +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