-34.9%
ALK vs COO
+49.3%
-84.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.4% |
| 7D | -0.7% | -2.2% | +1.6% | +0.6% |
| 30D | -19.2% | -7.0% | -12.2% | -16.1% |
| 3M | -1.5% | +12.2% | -13.7% | -8.3% |
| 6M | -13.1% | -15.1% | +2.1% | -4.8% |
| YTD | -16.4% | -15.1% | -1.3% | -8.6% |
| 1Y | -33.1% | +2.3% | -35.4% | -34.1% |
| 3Y | +0.6% | -23.7% | +24.3% | +11.8% |
| 5Y | -26.4% | -38.9% | +12.5% | -8.5% |
| All | -34.9% | +49.3% | -84.2% | -41.7% |
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