+4,533.0%
COP vs ALK
+765.2%
+3,767.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | -0.6% |
| 7D | -9.7% | +7.1% | -16.8% | -10.8% |
| 30D | +4.7% | -3.0% | +7.7% | +4.8% |
| 3M | +18.5% | -25.6% | +44.2% | +22.9% |
| 6M | +11.4% | +0.5% | +10.9% | +9.1% |
| YTD | +47.9% | -23.1% | +71.0% | +49.0% |
| 1Y | +59.3% | -7.5% | +66.9% | +55.6% |
| 3Y | +23.6% | +15.3% | +8.3% | +13.5% |
| 5Y | +113.1% | -34.8% | +147.9% | +110.9% |
| 10Y | +329.1% | -41.2% | +370.3% | +313.1% |
| All | +4,533.0% | +765.2% | +3,767.8% | +3,054.1% |
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