-39.1%
ALK vs COO
+40.7%
-79.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.6% | +5.7% |
| 7D | +8.9% | +4.3% | +4.6% | +6.6% |
| 30D | +5.9% | +17.6% | -11.6% | -2.9% |
| 3M | -16.5% | -13.9% | -2.7% | -10.5% |
| 6M | +2.1% | +6.6% | -4.4% | -3.4% |
| YTD | -17.1% | -22.0% | +4.9% | -6.0% |
| 1Y | -2.9% | -8.8% | +5.9% | +1.0% |
| 3Y | +24.5% | -21.5% | +46.0% | +34.3% |
| 5Y | -29.1% | -41.0% | +11.9% | -11.2% |
| 10Y | -39.1% | +40.9% | -80.0% | -42.6% |
| All | -39.1% | +40.7% | -79.8% | -42.6% |
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