+96.6%
QQQ vs ALK
+4.2%
+92.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.1% |
| 7D | +0.4% | -0.7% | +1.0% | +0.5% |
| 30D | +0.2% | -19.2% | +19.5% | +4.4% |
| 3M | -2.8% | -1.5% | -1.3% | -3.1% |
| 6M | +18.0% | -13.1% | +31.0% | +19.5% |
| YTD | +17.3% | -16.4% | +33.7% | +19.2% |
| 1Y | +25.6% | -33.1% | +58.7% | +33.2% |
| All | +96.6% | +4.2% | +92.4% | +88.9% |
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