-27.8%
ALK vs COO
-41.3%
+13.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +12.9% | +4.5% | +8.4% | +10.7% |
| 30D | +5.5% | +16.9% | -11.4% | -2.1% |
| 3M | -12.1% | -16.7% | +4.6% | -4.3% |
| 6M | +1.7% | +5.9% | -4.2% | -2.9% |
| YTD | -17.4% | -22.4% | +5.0% | -7.0% |
| 1Y | -1.9% | -10.1% | +8.2% | +2.7% |
| 3Y | +21.2% | -22.8% | +44.0% | +30.4% |
| 5Y | -27.8% | -41.4% | +13.6% | -10.4% |
| All | -27.8% | -41.3% | +13.5% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling