+1,469.9%
QQQ vs ALK
+258.8%
+1,211.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.5% | +12.9% | -14.5% | -4.5% |
| 30D | -10.2% | +5.5% | -15.7% | -11.7% |
| 3M | -6.3% | -12.1% | +5.8% | -3.9% |
| 6M | -4.9% | +1.7% | -6.6% | -6.8% |
| YTD | +10.2% | -17.4% | +27.6% | +12.4% |
| 1Y | +8.8% | -1.9% | +10.7% | +6.0% |
| 3Y | +81.4% | +21.2% | +60.1% | +60.6% |
| 5Y | +78.5% | -27.8% | +106.3% | +77.1% |
| 10Y | +523.8% | -41.0% | +564.8% | +485.3% |
| All | +1,469.9% | +258.8% | +1,211.1% | +540.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling