+622.2%
GOOGL vs ALK
-37.5%
+659.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | -0.4% |
| 7D | +3.3% | +8.9% | -5.6% | +1.3% |
| 30D | -18.1% | +5.9% | -24.0% | -19.4% |
| 3M | -18.6% | -16.5% | -2.1% | -15.8% |
| 6M | -28.0% | +2.1% | -30.1% | -29.3% |
| YTD | -7.8% | -17.1% | +9.3% | -6.3% |
| 1Y | +3.6% | -2.9% | +6.5% | +1.2% |
| 3Y | +123.4% | +24.5% | +98.9% | +97.6% |
| 5Y | +95.3% | -29.1% | +124.5% | +93.1% |
| 10Y | +622.2% | -39.1% | +661.3% | +636.4% |
| All | +622.2% | -37.5% | +659.6% | +636.4% |
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