+603.7%
ABBV vs ALK
-37.5%
+641.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -0.1% |
| 7D | +1.5% | +8.9% | -7.4% | +0.6% |
| 30D | +6.7% | +5.9% | +0.8% | +5.9% |
| 3M | +19.9% | -16.5% | +36.5% | +22.0% |
| 6M | +47.5% | +2.1% | +45.4% | +45.8% |
| YTD | +32.2% | -17.1% | +49.3% | +33.0% |
| 1Y | +37.8% | -2.9% | +40.7% | +35.7% |
| 3Y | +134.8% | +24.5% | +110.3% | +116.9% |
| 5Y | +203.0% | -29.1% | +232.1% | +198.0% |
| 10Y | +603.7% | -39.1% | +642.8% | +594.9% |
| All | +603.7% | -37.5% | +641.2% | +594.9% |
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 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