+24.0%
QQQ vs ALK
-36.6%
+60.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.0% | -3.0% | +4.0% | +1.5% |
| 30D | -0.6% | -14.6% | +14.0% | +1.9% |
| 3M | +1.3% | -10.6% | +11.9% | +2.8% |
| 6M | +18.1% | -6.7% | +24.8% | +17.5% |
| YTD | +16.9% | -19.8% | +36.6% | +17.9% |
| 1Y | +24.0% | -35.2% | +59.2% | +21.7% |
| All | +24.0% | -36.6% | +60.6% | +21.7% |
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