+1,156.2%
ABBV vs ALK
+112.4%
+1,043.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.7% |
| 7D | +0.4% | -0.7% | +1.0% | +0.5% |
| 30D | +4.2% | -19.2% | +23.4% | +7.1% |
| 3M | +14.8% | -1.5% | +16.3% | +14.3% |
| 6M | +10.3% | -13.1% | +23.3% | +11.1% |
| YTD | +14.9% | -16.4% | +31.3% | +15.9% |
| 1Y | +24.1% | -33.1% | +57.2% | +29.0% |
| 3Y | +91.9% | +0.6% | +91.3% | +81.1% |
| 5Y | +176.0% | -26.4% | +202.4% | +168.3% |
| 10Y | +502.9% | -34.2% | +537.1% | +451.5% |
| All | +1,156.2% | +112.4% | +1,043.8% | +941.1% |
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