+119.9%
NDAQ vs ALK
+16.0%
+103.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.8% | +9.0% | -8.2% | -0.6% |
| 30D | +16.5% | -1.6% | +18.2% | +16.6% |
| 3M | +13.5% | -23.2% | +36.7% | +17.7% |
| 6M | +20.9% | -3.9% | +24.8% | +20.3% |
| YTD | +11.4% | -22.6% | +34.0% | +14.1% |
| 1Y | +25.9% | -5.3% | +31.2% | +23.9% |
| 3Y | +119.9% | +18.6% | +101.3% | +112.0% |
| All | +119.9% | +16.0% | +103.9% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling