+93.4%
GOOG vs ALK
-29.1%
+122.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -0.9% |
| 7D | +2.9% | +8.9% | -6.0% | +0.7% |
| 30D | -17.8% | +5.9% | -23.7% | -19.2% |
| 3M | -19.0% | -16.5% | -2.5% | -15.9% |
| 6M | -27.9% | +2.1% | -30.0% | -29.4% |
| YTD | -8.7% | -17.1% | +8.4% | -7.2% |
| 1Y | +2.5% | -2.9% | +5.4% | -0.5% |
| 3Y | +119.2% | +24.5% | +94.8% | +83.3% |
| 5Y | +93.4% | -29.1% | +122.6% | +89.3% |
| All | +93.4% | -29.1% | +122.6% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling