+390.5%
GE vs ALK
-34.8%
+425.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | +7.1% | +9.0% | -1.9% | +4.2% |
| 30D | +6.5% | -1.6% | +8.1% | +6.7% |
| 3M | -13.6% | -23.2% | +9.6% | -6.7% |
| 6M | +6.0% | -3.9% | +9.9% | +6.0% |
| YTD | +5.4% | -22.6% | +28.0% | +11.0% |
| 1Y | +6.5% | -5.3% | +11.8% | +5.3% |
| 3Y | +268.6% | +18.6% | +250.0% | +206.0% |
| All | +390.5% | -34.8% | +425.2% | +417.5% |
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