-33.1%
ALK vs COO
+4.1%
-37.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.5% |
| 7D | -0.7% | -2.2% | +1.6% | +0.8% |
| 30D | -19.2% | -7.0% | -12.2% | -15.5% |
| 3M | -1.5% | +12.2% | -13.7% | -10.7% |
| 6M | -13.1% | -15.1% | +2.1% | -2.1% |
| YTD | -16.4% | -15.1% | -1.3% | -6.0% |
| 1Y | -33.1% | +2.3% | -35.4% | -32.4% |
| All | -33.1% | +4.1% | -37.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling