-39.1%
ALK vs SPY
+315.0%
-354.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.7% | +3.9% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | +5.9% | -3.3% | +9.3% | +11.0% |
| 3M | -16.5% | -2.4% | -14.1% | -13.5% |
| 6M | +2.1% | +2.6% | -0.5% | -0.6% |
| YTD | -17.1% | +11.2% | -28.3% | -26.7% |
| 1Y | -2.9% | +13.4% | -16.3% | -16.1% |
| 3Y | +24.5% | +79.9% | -55.4% | -40.0% |
| 5Y | -29.1% | +72.2% | -101.3% | -63.6% |
| 10Y | -39.1% | +307.3% | -346.4% | -89.2% |
| All | -39.1% | +315.0% | -354.1% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling