+1,335.6%
ABBV vs ALK
+96.7%
+1,239.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.0% |
| 7D | -1.2% | +9.0% | -10.3% | -2.4% |
| 30D | +8.0% | -1.6% | +9.7% | +8.0% |
| 3M | +20.2% | -23.2% | +43.4% | +24.1% |
| 6M | +44.0% | -3.9% | +47.8% | +43.1% |
| YTD | +31.3% | -22.6% | +53.9% | +33.5% |
| 1Y | +37.0% | -5.3% | +42.3% | +34.8% |
| 3Y | +128.0% | +18.6% | +109.4% | +108.3% |
| 5Y | +196.9% | -34.4% | +231.3% | +193.7% |
| 10Y | +681.2% | -40.8% | +722.0% | +627.1% |
| All | +1,335.6% | +96.7% | +1,239.0% | +1,099.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling