+143.3%
AAPL vs ALK
-31.3%
+174.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +4.1% | -1.2% | +5.3% | +4.3% |
| 30D | +4.0% | +7.7% | -3.7% | +1.9% |
| 3M | +16.8% | -19.0% | +35.8% | +22.0% |
| 6M | +19.4% | -0.2% | +19.6% | +16.8% |
| YTD | +31.5% | -23.5% | +55.0% | +36.3% |
| 1Y | +31.0% | -9.1% | +40.1% | +28.9% |
| 3Y | +95.3% | +12.0% | +83.3% | +67.0% |
| All | +143.3% | -31.3% | +174.7% | +142.0% |
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