+57.2%
COP vs ALK
-4.9%
+62.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.4% | +0.4% |
| 7D | -8.4% | +8.9% | -17.3% | -6.2% |
| 30D | +0.3% | +5.9% | -5.7% | +2.5% |
| 3M | +15.1% | -16.5% | +31.6% | +11.9% |
| 6M | +19.8% | +2.1% | +17.7% | +22.3% |
| YTD | +46.8% | -17.1% | +63.9% | +52.1% |
| All | +57.2% | -4.9% | +62.1% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling