+5.1%
GOOG vs ALK
-10.2%
+15.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +3.0% | -1.2% | +4.2% | +3.1% |
| 30D | -14.9% | +7.7% | -22.6% | -16.1% |
| 3M | -14.9% | -19.0% | +4.1% | -12.0% |
| 6M | -26.6% | -0.2% | -26.4% | -27.3% |
| YTD | -6.6% | -23.5% | +16.9% | -7.0% |
| 1Y | +5.1% | -9.1% | +14.2% | +2.8% |
| All | +5.1% | -10.2% | +15.3% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling