+13,444.1%
GOOG vs ALK
+778.7%
+12,665.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.4% |
| 7D | -2.1% | -0.7% | -1.5% | -2.0% |
| 30D | -6.8% | -19.2% | +12.4% | -2.3% |
| 3M | -9.1% | -1.5% | -7.6% | -9.5% |
| 6M | +10.7% | -13.1% | +23.8% | +12.6% |
| YTD | +7.1% | -16.4% | +23.5% | +9.2% |
| 1Y | +44.6% | -33.1% | +77.7% | +54.1% |
| 3Y | +147.4% | +0.6% | +146.8% | +131.0% |
| 5Y | +133.8% | -26.4% | +160.2% | +130.7% |
| 10Y | +777.5% | -34.2% | +811.7% | +707.6% |
| All | +13,444.1% | +778.7% | +12,665.4% | +5,082.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling