-27.6%
AAL vs ALK
+478.9%
-506.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.3% |
| 7D | +4.6% | +9.0% | -4.4% | -4.2% |
| 30D | +2.6% | -1.6% | +4.2% | +3.6% |
| 3M | -17.8% | -23.2% | +5.4% | +4.9% |
| 6M | +1.9% | -3.9% | +5.7% | +2.5% |
| YTD | -14.0% | -22.6% | +8.6% | +3.1% |
| 1Y | +0.2% | -5.3% | +5.6% | -2.4% |
| 3Y | +13.0% | +18.6% | -5.5% | -22.6% |
| 5Y | -39.6% | -34.4% | -5.2% | -22.7% |
| 10Y | -65.7% | -40.8% | -24.9% | -54.7% |
| All | -27.6% | +478.9% | -506.5% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling