+427.0%
GE vs ALK
-28.7%
+455.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.8% |
| 7D | +4.0% | +2.6% | +1.5% | +3.2% |
| 30D | +11.1% | +7.8% | +3.2% | +8.2% |
| 3M | -6.7% | -15.2% | +8.5% | -2.4% |
| 6M | +14.3% | +5.0% | +9.2% | +11.3% |
| YTD | +11.7% | -18.4% | +30.2% | +15.7% |
| 1Y | +10.9% | -2.4% | +13.3% | +8.6% |
| 3Y | +279.0% | +19.8% | +259.2% | +215.5% |
| 5Y | +427.0% | -27.8% | +454.8% | +433.8% |
| All | +427.0% | -28.7% | +455.7% | +433.8% |
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