+571.7%
QQQ vs ALK
-39.2%
+611.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.0% | -3.0% | +4.0% | +1.7% |
| 30D | -0.6% | -14.6% | +14.0% | +2.8% |
| 3M | +1.3% | -10.6% | +11.9% | +3.2% |
| 6M | +18.1% | -6.7% | +24.8% | +18.2% |
| YTD | +16.9% | -19.8% | +36.6% | +20.2% |
| 1Y | +24.0% | -35.2% | +59.2% | +33.2% |
| 3Y | +95.6% | +1.4% | +94.2% | +82.5% |
| 5Y | +94.5% | -30.7% | +125.2% | +94.2% |
| 10Y | +571.7% | -37.4% | +609.1% | +538.1% |
| All | +571.7% | -39.2% | +611.0% | +538.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling