-4.2%
ABT vs ALK
-34.8%
+30.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.9% | -3.3% |
| 7D | +3.5% | +9.0% | -5.5% | +2.4% |
| 30D | +12.0% | -1.6% | +13.7% | +12.1% |
| 3M | +2.5% | -23.2% | +25.6% | +5.6% |
| 6M | +29.1% | -3.9% | +33.0% | +28.5% |
| YTD | -10.1% | -22.6% | +12.5% | -8.6% |
| 1Y | -9.8% | -5.3% | -4.5% | -11.0% |
| 3Y | +23.3% | +18.6% | +4.7% | +10.1% |
| All | -4.2% | -34.8% | +30.5% | -5.5% |
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