-4.9%
DOW vs ALK
-28.9%
+24.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -9.5% | +9.0% | -18.6% | -12.2% |
| 30D | +13.1% | -1.6% | +14.7% | +13.0% |
| 3M | +4.8% | -23.2% | +28.0% | +12.4% |
| 6M | -16.7% | -3.9% | -12.8% | -19.5% |
| YTD | +38.9% | -22.6% | +61.5% | +40.0% |
| 1Y | +48.3% | -5.3% | +53.6% | +37.1% |
| 3Y | -24.4% | +18.6% | -42.9% | -40.7% |
| 5Y | -29.2% | -34.4% | +5.2% | -30.9% |
| All | -4.9% | -28.9% | +24.0% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling