-10.4%
DOW vs ALK
-25.6%
+15.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.4% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +2.0% | -18.5% | +20.4% | +8.3% |
| 3M | -12.5% | -3.6% | -9.0% | -13.9% |
| 6M | -9.2% | -3.7% | -5.5% | -13.7% |
| YTD | +30.8% | -19.0% | +49.8% | +31.2% |
| 1Y | +29.4% | -36.0% | +65.4% | +41.9% |
| 3Y | -34.6% | +2.3% | -36.9% | -44.6% |
| 5Y | -35.9% | -27.8% | -8.2% | -39.5% |
| All | -10.4% | -25.6% | +15.2% | -19.0% |
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