+358.4%
AVAV vs ALK
-41.7%
+400.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.6% | +9.8% | +10.3% |
| 7D | -10.6% | +9.0% | -19.6% | -13.1% |
| 30D | -18.8% | -1.6% | -17.2% | -18.7% |
| 3M | -34.1% | -23.2% | -10.9% | -29.5% |
| 6M | -35.3% | -3.9% | -31.5% | -35.5% |
| YTD | -53.4% | -22.6% | -30.8% | -51.1% |
| 1Y | -65.6% | -5.3% | -60.3% | -66.1% |
| 3Y | -5.1% | +18.6% | -23.6% | -17.6% |
| 5Y | +18.5% | -34.4% | +52.9% | +20.0% |
| All | +358.4% | -41.7% | +400.1% | +315.3% |
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