+591.6%
AMZN vs ALK
-37.5%
+629.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.1% | +1.4% |
| 7D | +8.7% | +8.9% | -0.2% | +6.7% |
| 30D | +1.7% | +5.9% | -4.2% | +0.2% |
| 3M | -2.8% | -16.5% | +13.8% | +0.6% |
| 6M | -2.1% | +2.1% | -4.2% | -3.6% |
| YTD | +15.6% | -17.1% | +32.7% | +17.5% |
| 1Y | +9.2% | -2.9% | +12.1% | +6.9% |
| 3Y | +89.9% | +24.5% | +65.4% | +71.6% |
| 5Y | +49.3% | -29.1% | +78.4% | +48.1% |
| 10Y | +591.6% | -39.1% | +630.8% | +682.3% |
| All | +591.6% | -37.5% | +629.1% | +682.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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