-32.8%
AAL vs ALK
-25.3%
-7.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | 0.0% |
| 7D | -3.7% | -0.7% | -3.1% | -3.2% |
| 30D | -20.8% | -19.2% | -1.6% | -5.8% |
| 3M | -1.3% | -1.5% | +0.2% | -1.0% |
| 6M | +5.4% | -13.1% | +18.4% | +15.4% |
| YTD | -14.4% | -16.4% | +2.1% | -4.0% |
| 1Y | +2.1% | -33.1% | +35.2% | +36.5% |
| 3Y | -10.6% | +0.6% | -11.2% | -23.8% |
| All | -32.8% | -25.3% | -7.5% | -19.0% |
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 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