+772.7%
GOOG vs ALK
-39.2%
+812.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -1.6% | -3.0% | +1.4% | -0.9% |
| 30D | -7.7% | -14.6% | +6.9% | -4.5% |
| 3M | -9.3% | -10.6% | +1.3% | -7.7% |
| 6M | +7.4% | -6.7% | +14.1% | +7.6% |
| YTD | +4.9% | -19.8% | +24.6% | +7.7% |
| 1Y | +37.2% | -35.2% | +72.4% | +47.1% |
| 3Y | +141.6% | +1.4% | +140.2% | +124.9% |
| 5Y | +128.8% | -30.7% | +159.4% | +127.7% |
| 10Y | +772.7% | -37.4% | +810.1% | +718.2% |
| All | +772.7% | -39.2% | +812.0% | +718.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling