+2,327.9%
NDAQ vs ALK
+616.2%
+1,711.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.2% |
| 7D | -2.4% | -0.7% | -1.8% | -2.3% |
| 30D | +2.5% | -19.2% | +21.7% | +7.9% |
| 3M | +9.9% | -1.5% | +11.4% | +9.2% |
| 6M | +9.4% | -13.1% | +22.5% | +10.8% |
| YTD | +0.4% | -16.4% | +16.8% | +2.1% |
| 1Y | +4.0% | -33.1% | +37.1% | +11.4% |
| 3Y | +94.4% | +0.6% | +93.8% | +78.8% |
| 5Y | +56.7% | -26.4% | +83.1% | +52.1% |
| 10Y | +375.3% | -34.2% | +409.4% | +319.7% |
| All | +2,327.9% | +616.2% | +1,711.7% | +824.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling