-33.9%
AAL vs ALK
-28.7%
-5.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.9% |
| 7D | +3.4% | +2.6% | +0.9% | +1.4% |
| 30D | +11.7% | +7.8% | +3.9% | +4.8% |
| 3M | -7.8% | -15.2% | +7.4% | +4.8% |
| 6M | +10.2% | +5.0% | +5.2% | +3.9% |
| YTD | -8.0% | -18.4% | +10.4% | +4.6% |
| 1Y | +8.5% | -2.4% | +10.9% | +5.1% |
| 3Y | +19.5% | +19.8% | -0.3% | -16.7% |
| 5Y | -33.9% | -27.8% | -6.1% | -17.0% |
| All | -33.9% | -28.7% | -5.2% | -17.0% |
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