-6.2%
DOW vs ALK
-23.9%
+17.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -3.6% |
| 7D | -9.4% | +8.9% | -18.3% | -12.1% |
| 30D | +8.9% | +5.9% | +3.0% | +6.3% |
| 3M | +6.7% | -16.5% | +23.3% | +11.4% |
| 6M | -14.2% | +2.1% | -16.3% | -18.7% |
| YTD | +36.9% | -17.1% | +54.0% | +35.0% |
| 1Y | +45.8% | -2.9% | +48.6% | +34.2% |
| 3Y | -23.9% | +24.5% | -48.4% | -41.2% |
| 5Y | -30.8% | -29.1% | -1.7% | -34.2% |
| All | -6.2% | -23.9% | +17.7% | -16.7% |
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