+268.6%
GE vs ALK
+16.0%
+252.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | +7.1% | +9.0% | -1.9% | +4.7% |
| 30D | +6.5% | -1.6% | +8.1% | +6.7% |
| 3M | -13.6% | -23.2% | +9.6% | -8.0% |
| 6M | +6.0% | -3.9% | +9.9% | +6.2% |
| YTD | +5.4% | -22.6% | +28.0% | +9.3% |
| 1Y | +6.5% | -5.3% | +11.8% | +6.0% |
| 3Y | +268.6% | +18.6% | +250.0% | +252.2% |
| All | +268.6% | +16.0% | +252.6% | +252.2% |
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