+199.8%
ABBV vs ALK
-34.8%
+234.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.0% |
| 7D | -1.2% | +9.0% | -10.3% | -1.6% |
| 30D | +8.0% | -1.6% | +9.7% | +8.0% |
| 3M | +20.2% | -23.2% | +43.4% | +21.7% |
| 6M | +44.0% | -3.9% | +47.8% | +43.7% |
| YTD | +31.3% | -22.6% | +53.9% | +32.1% |
| 1Y | +37.0% | -5.3% | +42.3% | +35.9% |
| 3Y | +128.0% | +18.6% | +109.4% | +120.7% |
| All | +199.8% | -34.8% | +234.5% | +200.8% |
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 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