+24.0%
NDAQ vs ALK
-7.4%
+31.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.4% |
| 7D | +1.7% | +0.9% | +0.8% | +1.6% |
| 30D | +16.2% | +3.3% | +12.9% | +15.5% |
| 3M | +14.0% | -17.6% | +31.5% | +15.4% |
| 6M | +22.3% | +0.8% | +21.4% | +21.2% |
| YTD | +13.0% | -22.4% | +35.4% | +15.5% |
| 1Y | +24.0% | -10.1% | +34.1% | +22.5% |
| All | +24.0% | -7.4% | +31.4% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling