-35.4%
DOW vs ALK
+2.1%
-37.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +0.4% | -19.2% | +19.6% | +3.0% |
| 3M | -14.4% | -1.5% | -12.9% | -15.4% |
| 6M | -7.0% | -13.1% | +6.1% | -6.2% |
| YTD | +30.2% | -16.4% | +46.6% | +31.8% |
| 1Y | +29.2% | -33.1% | +62.3% | +39.8% |
| All | -35.4% | +2.1% | -37.5% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling