-42.7%
ALK vs SPY
+312.9%
-355.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.2% |
| 7D | +9.0% | -2.7% | +11.7% | +13.1% |
| 30D | -1.6% | -5.4% | +3.8% | +6.0% |
| 3M | -23.2% | -4.1% | -19.1% | -18.6% |
| 6M | -3.9% | +0.7% | -4.6% | -4.2% |
| YTD | -22.6% | +8.7% | -31.3% | -29.4% |
| 1Y | -5.3% | +10.9% | -16.2% | -15.8% |
| 3Y | +18.6% | +75.0% | -56.4% | -40.8% |
| 5Y | -34.4% | +67.8% | -102.2% | -65.2% |
| All | -42.7% | +312.9% | -355.5% | -89.1% |
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