+6,642.4%
ABT vs ALK
+839.9%
+5,802.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.6% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +2.5% | -19.2% | +21.7% | +5.1% |
| 3M | +20.2% | -1.5% | +21.7% | +19.9% |
| 6M | -2.9% | -13.1% | +10.1% | -2.2% |
| YTD | -11.9% | -16.4% | +4.5% | -11.1% |
| 1Y | -16.5% | -33.1% | +16.5% | -13.7% |
| 3Y | +12.1% | +0.6% | +11.5% | +7.7% |
| 5Y | -7.4% | -26.4% | +19.0% | -8.7% |
| 10Y | +210.7% | -34.2% | +244.8% | +193.8% |
| All | +6,642.4% | +839.9% | +5,802.5% | +3,532.1% |
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