+25.2%
ABNB vs ALK
-20.5%
+45.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +2.1% |
| 7D | +6.5% | +0.9% | +5.6% | +5.8% |
| 30D | +9.4% | +3.3% | +6.1% | +7.3% |
| 3M | +0.6% | -17.6% | +18.1% | +8.8% |
| 6M | +33.7% | +0.8% | +32.9% | +28.6% |
| YTD | +33.5% | -22.4% | +55.8% | +41.4% |
| 1Y | +48.8% | -10.1% | +58.9% | +45.5% |
| 3Y | +53.3% | +14.0% | +39.3% | +14.5% |
| 5Y | -12.3% | -29.8% | +17.5% | -12.2% |
| All | +25.2% | -20.5% | +45.7% | +23.5% |
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