+479.7%
NDAQ vs ALK
-41.4%
+521.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | 0.0% | +2.6% | -2.6% | -0.5% |
| 30D | +16.3% | +7.8% | +8.5% | +14.5% |
| 3M | +15.8% | -15.2% | +31.0% | +19.0% |
| 6M | +24.8% | +5.0% | +19.8% | +22.0% |
| YTD | +14.1% | -18.4% | +32.5% | +15.9% |
| 1Y | +26.5% | -2.4% | +28.9% | +23.7% |
| 3Y | +119.1% | +19.8% | +99.4% | +98.8% |
| 5Y | +70.9% | -27.8% | +98.7% | +68.2% |
| 10Y | +479.7% | -42.0% | +521.7% | +444.6% |
| All | +479.7% | -41.4% | +521.1% | +444.6% |
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