+228.3%
ABT vs ALK
-39.7%
+268.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +1.0% | +12.9% | -12.0% | -0.6% |
| 30D | +11.6% | +5.5% | +6.0% | +10.7% |
| 3M | +2.3% | -12.1% | +14.4% | +3.7% |
| 6M | +32.7% | +1.7% | +31.0% | +31.3% |
| YTD | -9.6% | -17.4% | +7.8% | -8.8% |
| 1Y | -10.1% | -1.9% | -8.1% | -11.4% |
| 3Y | +25.2% | +21.2% | +4.0% | +15.9% |
| 5Y | -4.5% | -27.8% | +23.3% | -6.1% |
| 10Y | +228.3% | -41.0% | +269.3% | +228.6% |
| All | +228.3% | -39.7% | +268.0% | +228.6% |
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