+161.6%
ADBE vs ALK
-36.6%
+198.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.3% | -7.0% |
| 7D | -8.6% | -0.7% | -7.9% | -8.5% |
| 30D | +2.8% | -19.2% | +22.0% | +6.5% |
| 3M | +3.1% | -1.5% | +4.7% | +2.3% |
| 6M | -2.4% | -13.1% | +10.6% | -1.9% |
| YTD | -23.9% | -16.4% | -7.4% | -23.3% |
| 1Y | -22.6% | -33.1% | +10.5% | -18.7% |
| 3Y | -52.7% | +0.6% | -53.3% | -56.0% |
| 5Y | -60.0% | -26.4% | -33.6% | -60.9% |
| All | +161.6% | -36.6% | +198.2% | +142.8% |
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 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