-7.4%
ABT vs ALK
-31.3%
+24.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.4% |
| 7D | -1.3% | -1.2% | -0.1% | -1.2% |
| 30D | +6.0% | +7.7% | -1.7% | +4.9% |
| 3M | -1.9% | -19.0% | +17.1% | +0.5% |
| 6M | +31.2% | -0.2% | +31.4% | +29.9% |
| YTD | -11.2% | -23.5% | +12.3% | -9.6% |
| 1Y | -14.0% | -9.1% | -4.8% | -14.6% |
| 3Y | +20.7% | +12.0% | +8.6% | +9.0% |
| All | -7.4% | -31.3% | +24.0% | -8.8% |
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