+182.6%
ABBV vs ALK
-25.3%
+207.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.5% |
| 7D | +0.4% | -0.7% | +1.0% | +0.4% |
| 30D | +4.2% | -19.2% | +23.4% | +5.3% |
| 3M | +14.8% | -1.5% | +16.3% | +14.6% |
| 6M | +10.3% | -13.1% | +23.3% | +10.6% |
| YTD | +14.9% | -16.4% | +31.3% | +15.2% |
| 1Y | +24.1% | -33.1% | +57.2% | +26.1% |
| 3Y | +91.9% | +0.6% | +91.3% | +87.6% |
| All | +182.6% | -25.3% | +207.9% | +177.5% |
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 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