+11,408.7%
GOOG vs ALK
+768.3%
+10,640.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.4% | +12.9% | -10.6% | -0.5% |
| 30D | -18.1% | +5.5% | -23.6% | -19.4% |
| 3M | -19.9% | -12.1% | -7.8% | -18.0% |
| 6M | -28.2% | +1.7% | -29.9% | -29.5% |
| YTD | -9.0% | -17.4% | +8.4% | -7.4% |
| 1Y | -1.7% | -1.9% | +0.2% | -4.2% |
| 3Y | +114.5% | +21.2% | +93.3% | +91.0% |
| 5Y | +96.2% | -27.8% | +124.0% | +94.0% |
| 10Y | +654.4% | -41.0% | +695.4% | +610.2% |
| All | +11,408.7% | +768.3% | +10,640.4% | +4,294.7% |
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