+11,830.0%
GOOG vs ALK
+716.3%
+11,113.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +2.7% |
| 7D | +4.8% | +0.9% | +3.9% | +4.5% |
| 30D | -15.5% | +3.3% | -18.8% | -16.5% |
| 3M | -13.7% | -17.6% | +3.9% | -10.3% |
| 6M | -23.0% | +0.8% | -23.8% | -24.3% |
| YTD | -5.7% | -22.4% | +16.7% | -2.7% |
| 1Y | +3.0% | -10.1% | +13.1% | +2.4% |
| 3Y | +122.4% | +14.0% | +108.4% | +100.7% |
| 5Y | +99.2% | -29.8% | +129.1% | +98.3% |
| 10Y | +690.8% | -44.8% | +735.6% | +655.4% |
| All | +11,830.0% | +716.3% | +11,113.8% | +4,517.8% |
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 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