+31.3%
ABNB vs ALK
-20.8%
+52.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.6% | +11.1% | +11.4% |
| 7D | +15.6% | +9.0% | +6.5% | +11.2% |
| 30D | +18.3% | -1.6% | +19.9% | +18.8% |
| 3M | +25.3% | -23.2% | +48.5% | +39.7% |
| 6M | +35.8% | -3.9% | +39.7% | +33.9% |
| YTD | +40.0% | -22.6% | +62.6% | +48.8% |
| 1Y | +57.6% | -5.3% | +63.0% | +50.1% |
| 3Y | +60.8% | +18.6% | +42.2% | +17.0% |
| 5Y | -5.8% | -34.4% | +28.6% | -3.2% |
| All | +31.3% | -20.8% | +52.0% | +30.0% |
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 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