+70.9%
NDAQ vs ALK
-28.7%
+99.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | 0.0% | +2.6% | -2.6% | -0.5% |
| 30D | +16.3% | +7.8% | +8.5% | +14.5% |
| 3M | +15.8% | -15.2% | +31.0% | +18.9% |
| 6M | +24.8% | +5.0% | +19.8% | +22.0% |
| YTD | +14.1% | -18.4% | +32.5% | +16.0% |
| 1Y | +26.5% | -2.4% | +28.9% | +23.5% |
| 3Y | +119.1% | +19.8% | +99.4% | +95.6% |
| 5Y | +70.9% | -27.8% | +98.7% | +68.4% |
| All | +70.9% | -28.7% | +99.6% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling