+29.4%
NDAQ vs ALK
-1.1%
+30.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.8% | -6.2% | +1.6% |
| 7D | +3.9% | +12.4% | -8.5% | +2.6% |
| 30D | +19.0% | +2.1% | +16.9% | +18.3% |
| 3M | +17.6% | -23.9% | +41.5% | +19.8% |
| 6M | +21.0% | +8.2% | +12.8% | +19.0% |
| YTD | +14.1% | -20.5% | +34.6% | +16.3% |
| 1Y | +29.4% | -1.0% | +30.5% | +27.1% |
| All | +29.4% | -1.1% | +30.5% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling