+469.3%
NDAQ vs ALK
-37.5%
+506.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | -0.1% |
| 7D | -0.1% | +8.9% | -9.0% | -1.8% |
| 30D | +15.9% | +5.9% | +9.9% | +14.4% |
| 3M | +15.1% | -16.5% | +31.6% | +18.5% |
| 6M | +22.9% | +2.1% | +20.8% | +20.8% |
| YTD | +12.8% | -17.1% | +29.9% | +14.3% |
| 1Y | +26.0% | -2.9% | +28.9% | +23.4% |
| 3Y | +119.7% | +24.5% | +95.2% | +97.8% |
| 5Y | +65.4% | -29.1% | +94.5% | +63.4% |
| 10Y | +469.3% | -39.1% | +508.4% | +432.8% |
| All | +469.3% | -37.5% | +506.7% | +432.8% |
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