+69.8%
QQQ vs ALK
-34.8%
+104.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -5.0% | +9.0% | -14.0% | -7.2% |
| 30D | -13.4% | -1.6% | -11.8% | -13.3% |
| 3M | -8.1% | -23.2% | +15.1% | -2.2% |
| 6M | -5.5% | -3.9% | -1.6% | -6.1% |
| YTD | +7.2% | -22.6% | +29.8% | +11.3% |
| 1Y | +7.8% | -5.3% | +13.1% | +5.2% |
| 3Y | +80.7% | +18.6% | +62.2% | +50.1% |
| All | +69.8% | -34.8% | +104.6% | +69.9% |
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 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