-40.8%
AAL vs ALK
-34.8%
-6.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.4% |
| 7D | +4.6% | +9.0% | -4.4% | -2.8% |
| 30D | +2.6% | -1.6% | +4.2% | +3.6% |
| 3M | -17.8% | -23.2% | +5.4% | +1.3% |
| 6M | +1.9% | -3.9% | +5.7% | +3.3% |
| YTD | -14.0% | -22.6% | +8.6% | +2.0% |
| 1Y | +0.2% | -5.3% | +5.6% | -0.6% |
| 3Y | +13.0% | +18.6% | -5.5% | -21.6% |
| All | -40.8% | -34.8% | -6.0% | -18.4% |
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