+15.6%
NYT vs ALK
-34.8%
+50.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | +0.3% |
| 7D | -0.6% | -2.1% | +1.5% | -0.5% |
| 30D | +4.6% | -13.1% | +17.7% | +5.4% |
| 3M | -9.6% | -11.8% | +2.2% | -9.2% |
| 6M | -14.0% | -0.4% | -13.6% | -14.7% |
| YTD | -2.8% | -18.2% | +15.3% | -3.7% |
| 1Y | +15.6% | -35.5% | +51.1% | +15.8% |
| All | +15.6% | -34.8% | +50.4% | +15.8% |
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 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