-28.3%
ADBE vs ALK
-35.5%
+7.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -3.6% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -3.0% | -18.5% | +15.5% | -3.4% |
| 3M | +5.0% | -3.6% | +8.6% | +4.8% |
| 6M | -9.3% | -3.7% | -5.6% | -9.5% |
| YTD | -26.5% | -19.0% | -7.5% | -26.2% |
| 1Y | -28.3% | -36.0% | +7.8% | -24.8% |
| All | -28.3% | -35.5% | +7.2% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling