+488.5%
NDAQ vs ALK
-45.9%
+534.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +1.3% | -1.2% | +2.4% | +1.4% |
| 30D | +18.0% | +7.7% | +10.3% | +16.1% |
| 3M | +11.5% | -19.0% | +30.5% | +15.6% |
| 6M | +21.1% | -0.2% | +21.3% | +19.5% |
| YTD | +12.8% | -23.5% | +36.3% | +16.0% |
| 1Y | +25.7% | -9.1% | +34.8% | +24.6% |
| 3Y | +116.8% | +12.0% | +104.8% | +99.0% |
| 5Y | +67.3% | -30.9% | +98.1% | +65.9% |
| All | +488.5% | -45.9% | +534.4% | +450.4% |
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