+209.9%
BKNG vs ALK
-37.3%
+247.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -10.7% | -3.1% | -7.5% | -9.5% |
| 30D | -18.1% | -17.1% | -1.0% | -11.9% |
| 3M | +8.5% | -3.8% | +12.3% | +9.1% |
| 6M | -0.1% | -5.3% | +5.2% | -0.3% |
| YTD | -18.2% | -20.3% | +2.0% | -13.9% |
| 1Y | -19.9% | -36.0% | +16.1% | -8.5% |
| 3Y | +41.6% | +0.8% | +40.9% | +23.1% |
| 5Y | +93.1% | -28.5% | +121.6% | +92.9% |
| All | +209.9% | -37.3% | +247.2% | +179.9% |
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