+485.4%
ABBV vs ALK
-38.6%
+524.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.6% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +1.1% | -18.5% | +19.6% | +3.4% |
| 3M | +12.3% | -3.6% | +15.9% | +12.2% |
| 6M | +9.8% | -3.7% | +13.5% | +9.2% |
| YTD | +11.5% | -19.0% | +30.5% | +12.7% |
| 1Y | +22.3% | -36.0% | +58.3% | +27.0% |
| 3Y | +85.2% | +2.3% | +82.8% | +75.9% |
| 5Y | +170.8% | -27.8% | +198.6% | +165.2% |
| 10Y | +485.4% | -39.0% | +524.4% | +438.6% |
| All | +485.4% | -38.6% | +524.0% | +438.6% |
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