+4,492.0%
COP vs ALK
+839.9%
+3,652.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | +17.5% | -19.2% | +36.7% | +21.0% |
| 3M | +13.4% | -1.5% | +14.9% | +12.4% |
| 6M | +17.7% | -13.1% | +30.8% | +17.5% |
| YTD | +46.6% | -16.4% | +63.0% | +46.7% |
| 1Y | +44.6% | -33.1% | +77.7% | +49.3% |
| 3Y | +20.7% | +0.6% | +20.1% | +13.8% |
| 5Y | +185.0% | -26.4% | +211.4% | +178.2% |
| 10Y | +347.0% | -34.2% | +381.1% | +325.9% |
| All | +4,492.0% | +839.9% | +3,652.1% | +3,004.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling