+41.6%
NYT vs ALK
-27.4%
+69.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | 0.0% |
| 7D | -0.6% | -2.1% | +1.5% | -0.2% |
| 30D | +4.6% | -13.1% | +17.7% | +7.1% |
| 3M | -9.6% | -11.8% | +2.2% | -8.1% |
| 6M | -14.0% | -0.4% | -13.6% | -15.3% |
| YTD | -2.8% | -18.2% | +15.3% | -1.4% |
| 1Y | +15.6% | -35.5% | +51.1% | +23.0% |
| 3Y | +56.3% | +1.8% | +54.5% | +40.9% |
| All | +41.6% | -27.4% | +69.1% | +31.8% |
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 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