+4.2%
ALK vs COO
-23.4%
+27.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.3% |
| 7D | -0.7% | -2.2% | +1.6% | +0.5% |
| 30D | -19.2% | -7.0% | -12.2% | -16.4% |
| 3M | -1.5% | +12.2% | -13.7% | -7.7% |
| 6M | -13.1% | -15.1% | +2.1% | -6.0% |
| YTD | -16.4% | -15.1% | -1.3% | -9.7% |
| 1Y | -33.1% | +2.3% | -35.4% | -33.6% |
| All | +4.2% | -23.4% | +27.6% | +7.8% |
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