-31.9%
DIS vs ALK
-34.8%
+2.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +5.2% | +9.0% | -3.8% | +2.3% |
| 30D | +11.5% | -1.6% | +13.1% | +11.6% |
| 3M | +11.5% | -23.2% | +34.7% | +20.2% |
| 6M | +8.9% | -3.9% | +12.7% | +7.6% |
| YTD | +3.4% | -22.6% | +26.0% | +7.8% |
| 1Y | +7.2% | -5.3% | +12.5% | +3.3% |
| 3Y | +43.3% | +18.6% | +24.7% | +14.1% |
| All | -31.9% | -34.8% | +2.8% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling