+475.8%
NDAQ vs ALK
-39.7%
+515.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +2.9% | +12.9% | -10.1% | +0.4% |
| 30D | +17.5% | +5.5% | +11.9% | +16.1% |
| 3M | +15.4% | -12.1% | +27.6% | +17.8% |
| 6M | +24.6% | +1.7% | +22.9% | +22.6% |
| YTD | +14.4% | -17.4% | +31.8% | +16.0% |
| 1Y | +26.9% | -1.9% | +28.9% | +24.0% |
| 3Y | +119.8% | +21.2% | +98.6% | +98.9% |
| 5Y | +70.5% | -27.8% | +98.3% | +67.8% |
| 10Y | +475.8% | -41.0% | +516.8% | +438.8% |
| All | +475.8% | -39.7% | +515.5% | +438.8% |
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