-65.4%
AAL vs ALK
-37.5%
-28.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +7.1% | +0.3% | +1.2% |
| 7D | +8.3% | +8.9% | -0.6% | +0.3% |
| 30D | +11.0% | +5.9% | +5.0% | +5.0% |
| 3M | -11.2% | -16.5% | +5.4% | +3.4% |
| 6M | +6.1% | +2.1% | +4.0% | +1.7% |
| YTD | -7.6% | -17.1% | +9.5% | +3.7% |
| 1Y | +3.7% | -2.9% | +6.6% | 0.0% |
| 3Y | +20.5% | +24.5% | -4.0% | -18.0% |
| 5Y | -36.4% | -29.1% | -7.3% | -23.1% |
| 10Y | -65.4% | -39.1% | -26.3% | -54.0% |
| All | -65.4% | -37.5% | -28.0% | -54.0% |
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