+55.6%
NYT vs ALK
+0.5%
+55.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.7% | -3.1% | +2.4% | -0.4% |
| 30D | +4.5% | -17.1% | +21.6% | +6.7% |
| 3M | -8.5% | -3.8% | -4.8% | -8.6% |
| 6M | -15.1% | -5.3% | -9.8% | -15.4% |
| YTD | -3.3% | -20.3% | +17.0% | -2.1% |
| 1Y | +17.0% | -36.0% | +53.0% | +22.1% |
| All | +55.6% | +0.5% | +55.1% | +43.2% |
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