+23.3%
ABT vs ALK
+16.0%
+7.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.9% | -3.3% |
| 7D | +3.5% | +9.0% | -5.5% | +2.8% |
| 30D | +12.0% | -1.6% | +13.7% | +12.0% |
| 3M | +2.5% | -23.2% | +25.6% | +4.3% |
| 6M | +29.1% | -3.9% | +33.0% | +28.7% |
| YTD | -10.1% | -22.6% | +12.5% | -9.4% |
| 1Y | -9.8% | -5.3% | -4.5% | -10.6% |
| 3Y | +23.3% | +18.6% | +4.7% | +19.8% |
| All | +23.3% | +16.0% | +7.3% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling