+729.8%
ALK vs COO
+5,456.7%
-4,726.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.1% |
| 7D | +7.1% | +5.3% | +1.8% | +6.5% |
| 30D | -3.0% | +12.5% | -15.5% | -4.3% |
| 3M | -25.6% | -15.1% | -10.5% | -24.4% |
| 6M | +0.5% | +3.7% | -3.2% | -0.1% |
| YTD | -23.1% | -22.5% | -0.6% | -20.9% |
| 1Y | -7.5% | -7.8% | +0.2% | -6.7% |
| 3Y | +15.3% | -24.1% | +39.4% | +18.5% |
| 5Y | -34.8% | -40.1% | +5.3% | -31.4% |
| 10Y | -41.2% | +44.7% | -85.8% | -42.4% |
| All | +729.8% | +5,456.7% | -4,726.9% | +560.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling