+404.3%
META vs ALK
-41.7%
+446.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.8% | +9.0% | -9.8% | -3.1% |
| 30D | -15.4% | -1.6% | -13.8% | -15.4% |
| 3M | +3.5% | -23.2% | +26.7% | +9.8% |
| 6M | -0.3% | -3.9% | +3.6% | -0.8% |
| YTD | -7.3% | -22.6% | +15.3% | -3.9% |
| 1Y | -1.1% | -5.3% | +4.2% | -2.8% |
| 3Y | +95.1% | +18.6% | +76.5% | +75.4% |
| 5Y | +80.6% | -34.4% | +115.0% | +84.0% |
| All | +404.3% | -41.7% | +446.0% | +459.9% |
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