+474.7%
NDAQ vs ALK
-41.7%
+516.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.8% | +9.0% | -8.2% | -0.9% |
| 30D | +16.5% | -1.6% | +18.2% | +16.7% |
| 3M | +13.5% | -23.2% | +36.7% | +18.8% |
| 6M | +20.9% | -3.9% | +24.8% | +20.3% |
| YTD | +11.4% | -22.6% | +34.0% | +14.4% |
| 1Y | +25.9% | -5.3% | +31.2% | +23.8% |
| 3Y | +119.9% | +18.6% | +101.3% | +99.7% |
| 5Y | +61.7% | -34.4% | +96.1% | +62.2% |
| All | +474.7% | -41.7% | +516.4% | +455.9% |
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