+303.9%
SPY vs ALK
-41.7%
+345.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -2.7% | +9.0% | -11.7% | -4.7% |
| 30D | -5.4% | -1.6% | -3.8% | -5.3% |
| 3M | -4.1% | -23.2% | +19.1% | +1.3% |
| 6M | +0.7% | -3.9% | +4.6% | +0.1% |
| YTD | +8.7% | -22.6% | +31.3% | +12.2% |
| 1Y | +10.9% | -5.3% | +16.2% | +8.7% |
| 3Y | +75.0% | +18.6% | +56.4% | +55.0% |
| 5Y | +67.8% | -34.4% | +102.2% | +68.5% |
| All | +303.9% | -41.7% | +345.7% | +285.8% |
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