+18.6%
ALK vs COO
-25.3%
+43.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.5% |
| 7D | +9.0% | +4.7% | +4.3% | +6.9% |
| 30D | -1.6% | +13.9% | -15.5% | -7.3% |
| 3M | -23.2% | -14.9% | -8.2% | -17.6% |
| 6M | -3.9% | +2.0% | -5.9% | -6.5% |
| YTD | -22.6% | -23.9% | +1.3% | -12.4% |
| 1Y | -5.3% | -9.6% | +4.3% | -0.8% |
| 3Y | +18.6% | -25.4% | +44.0% | +21.5% |
| All | +18.6% | -25.3% | +43.9% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling