+801.4%
ALK vs COO
+5,988.7%
-5,187.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | -0.7% | -2.2% | +1.6% | -0.4% |
| 30D | -19.2% | -7.0% | -12.2% | -18.6% |
| 3M | -1.5% | +12.2% | -13.7% | -2.9% |
| 6M | -13.1% | -15.1% | +2.1% | -11.3% |
| YTD | -16.4% | -15.1% | -1.3% | -14.8% |
| 1Y | -33.1% | +2.3% | -35.4% | -33.2% |
| 3Y | +0.6% | -23.7% | +24.3% | +3.5% |
| 5Y | -26.4% | -38.9% | +12.5% | -22.7% |
| 10Y | -34.2% | +49.9% | -84.1% | -35.9% |
| All | +801.4% | +5,988.7% | -5,187.3% | +611.4% |
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 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