-37.4%
DOW vs ALK
-25.3%
-12.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +0.4% | -19.2% | +19.6% | +4.3% |
| 3M | -14.4% | -1.5% | -12.9% | -15.6% |
| 6M | -7.0% | -13.1% | +6.1% | -6.9% |
| YTD | +30.2% | -16.4% | +46.6% | +30.8% |
| 1Y | +29.2% | -33.1% | +62.3% | +39.1% |
| 3Y | -36.7% | +0.6% | -37.3% | -43.1% |
| All | -37.4% | -25.3% | -12.2% | -39.6% |
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 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