-36.8%
ALK vs SPY
+313.2%
-349.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -19.2% | +0.1% | -19.3% | -19.3% |
| 3M | -1.5% | +2.0% | -3.5% | -3.8% |
| 6M | -13.1% | +13.0% | -26.1% | -25.1% |
| YTD | -16.4% | +13.5% | -30.0% | -28.2% |
| 1Y | -33.1% | +20.0% | -53.0% | -46.5% |
| 3Y | +0.6% | +77.2% | -76.6% | -50.7% |
| 5Y | -26.4% | +81.9% | -108.3% | -65.0% |
| All | -36.8% | +313.2% | -349.9% | -89.0% |
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