+119.2%
GOOG vs ALK
+21.9%
+97.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -0.6% |
| 7D | +2.9% | +8.9% | -6.0% | +1.2% |
| 30D | -17.8% | +5.9% | -23.7% | -18.8% |
| 3M | -19.0% | -16.5% | -2.5% | -16.6% |
| 6M | -27.9% | +2.1% | -30.0% | -28.9% |
| YTD | -8.7% | -17.1% | +8.4% | -7.8% |
| 1Y | +2.5% | -2.9% | +5.4% | +0.2% |
| 3Y | +119.2% | +24.5% | +94.8% | +101.9% |
| All | +119.2% | +21.9% | +97.3% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling