+13,545.6%
COST vs ALK
+770.6%
+12,775.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +4.1% | +9.0% | -5.0% | +2.4% |
| 30D | +12.0% | -1.6% | +13.6% | +12.0% |
| 3M | +11.2% | -23.2% | +34.3% | +16.1% |
| 6M | +6.1% | -3.9% | +10.0% | +5.2% |
| YTD | +22.9% | -22.6% | +45.5% | +25.4% |
| 1Y | +14.7% | -5.3% | +20.1% | +12.3% |
| 3Y | +92.3% | +18.6% | +73.7% | +73.4% |
| 5Y | +116.6% | -34.4% | +151.0% | +114.9% |
| 10Y | +775.4% | -40.8% | +816.2% | +701.7% |
| All | +13,545.6% | +770.6% | +12,775.0% | +4,295.8% |
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