+37.2%
GOOG vs ALK
-36.6%
+73.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -1.6% | -3.0% | +1.4% | -1.1% |
| 30D | -7.7% | -14.6% | +6.9% | -5.7% |
| 3M | -9.3% | -10.6% | +1.3% | -8.3% |
| 6M | +7.4% | -6.7% | +14.1% | +6.1% |
| YTD | +4.9% | -19.8% | +24.6% | +3.5% |
| 1Y | +37.2% | -35.2% | +72.4% | +23.8% |
| All | +37.2% | -36.6% | +73.8% | +23.8% |
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