-1.6%
ALK vs COO
-8.8%
+7.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.1% |
| 3M | -16.5% | -13.9% | -2.7% | -8.2% |
| 6M | +2.1% | +6.6% | -4.4% | -6.7% |
| YTD | -17.1% | -22.0% | +4.9% | +1.5% |
| All | -1.6% | -8.8% | +7.2% | +8.0% |
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