+692.8%
GOOGL vs ALK
-45.9%
+738.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +3.9% | -1.2% | +5.0% | +4.0% |
| 30D | -14.9% | +7.7% | -22.6% | -16.6% |
| 3M | -14.6% | -19.0% | +4.4% | -11.0% |
| 6M | -26.4% | -0.2% | -26.2% | -27.5% |
| YTD | -5.3% | -23.5% | +18.2% | -2.2% |
| 1Y | +6.5% | -9.1% | +15.6% | +5.5% |
| 3Y | +126.0% | +12.0% | +114.0% | +104.5% |
| 5Y | +100.8% | -30.9% | +131.7% | +99.6% |
| All | +692.8% | -45.9% | +738.7% | +677.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling