+702.3%
GOOG vs ALK
-45.9%
+748.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | +3.0% | -1.2% | +4.2% | +3.2% |
| 30D | -14.9% | +7.7% | -22.6% | -16.6% |
| 3M | -14.9% | -19.0% | +4.1% | -11.3% |
| 6M | -26.6% | -0.2% | -26.4% | -27.7% |
| YTD | -6.6% | -23.5% | +16.9% | -3.5% |
| 1Y | +5.1% | -9.1% | +14.2% | +4.1% |
| 3Y | +121.0% | +12.0% | +108.9% | +99.8% |
| 5Y | +97.3% | -30.9% | +128.2% | +96.1% |
| All | +702.3% | -45.9% | +748.2% | +690.7% |
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