+376.0%
NDAQ vs ALK
-38.6%
+414.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.3% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +0.5% | -18.5% | +18.9% | +4.2% |
| 3M | +9.9% | -3.6% | +13.5% | +9.8% |
| 6M | +8.2% | -3.7% | +11.9% | +7.3% |
| YTD | -1.5% | -19.0% | +17.5% | +0.5% |
| 1Y | +1.3% | -36.0% | +37.4% | +8.0% |
| 3Y | +92.6% | +2.3% | +90.2% | +80.7% |
| 5Y | +53.8% | -27.8% | +81.6% | +51.4% |
| 10Y | +376.0% | -39.0% | +414.9% | +331.2% |
| All | +376.0% | -38.6% | +414.5% | +331.2% |
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