+20,037.3%
ADBE vs ALK
+770.6%
+19,266.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -4.4% | +9.0% | -13.4% | -6.5% |
| 30D | +2.8% | -1.6% | +4.4% | +2.9% |
| 3M | -8.0% | -23.2% | +15.1% | -2.6% |
| 6M | -4.3% | -3.9% | -0.5% | -5.7% |
| YTD | -31.6% | -22.6% | -9.0% | -30.2% |
| 1Y | -26.9% | -5.3% | -21.6% | -29.3% |
| 3Y | -57.7% | +18.6% | -76.3% | -63.2% |
| 5Y | -63.9% | -34.4% | -29.5% | -63.9% |
| 10Y | +125.3% | -40.8% | +166.1% | +105.3% |
| All | +20,037.3% | +770.6% | +19,266.8% | +5,316.4% |
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