-68.6%
AAL vs ALK
-45.9%
-22.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | +0.2% |
| 7D | -0.1% | -1.2% | +1.1% | +1.1% |
| 30D | +11.7% | +7.7% | +4.0% | +4.2% |
| 3M | -12.5% | -19.0% | +6.4% | +4.5% |
| 6M | +3.6% | -0.2% | +3.8% | +1.3% |
| YTD | -14.1% | -23.5% | +9.4% | +3.6% |
| 1Y | +0.8% | -9.1% | +9.9% | +3.0% |
| 3Y | +11.8% | +12.0% | -0.2% | -16.2% |
| 5Y | -35.1% | -30.9% | -4.2% | -20.2% |
| All | -68.6% | -45.9% | -22.7% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling