+667.7%
GOOGL vs ALK
-41.4%
+709.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | +1.6% | +2.6% | -1.0% | +0.9% |
| 30D | -16.8% | +7.8% | -24.6% | -18.5% |
| 3M | -14.6% | -15.2% | +0.6% | -11.9% |
| 6M | -24.4% | +5.0% | -29.4% | -26.3% |
| YTD | -6.1% | -18.4% | +12.4% | -4.2% |
| 1Y | +1.0% | -2.4% | +3.4% | -1.5% |
| 3Y | +123.4% | +19.8% | +103.7% | +99.3% |
| 5Y | +103.2% | -27.8% | +131.0% | +100.1% |
| 10Y | +667.7% | -42.0% | +709.7% | +654.7% |
| All | +667.7% | -41.4% | +709.1% | +654.7% |
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 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