-43.9%
ALK vs COO
+41.7%
-85.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | +2.6% | -2.3% | +4.9% | +4.0% |
| 30D | +7.8% | +13.3% | -5.5% | +0.9% |
| 3M | -15.2% | -18.1% | +2.9% | -6.3% |
| 6M | +5.0% | +6.7% | -1.7% | -0.8% |
| YTD | -18.4% | -23.2% | +4.8% | -6.6% |
| 1Y | -2.4% | -12.3% | +9.9% | +3.8% |
| 3Y | +19.8% | -23.6% | +43.3% | +31.2% |
| 5Y | -27.8% | -38.7% | +10.9% | -11.5% |
| All | -43.9% | +41.7% | -85.6% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling