+19,870.7%
ADBE vs ALK
+832.3%
+19,038.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -2.6% |
| 7D | -5.6% | +8.9% | -14.5% | -7.8% |
| 30D | -2.0% | +5.9% | -8.0% | -3.8% |
| 3M | -10.5% | -16.5% | +6.0% | -7.2% |
| 6M | -6.2% | +2.1% | -8.3% | -9.0% |
| YTD | -32.2% | -17.1% | -15.1% | -32.0% |
| 1Y | -27.4% | -2.9% | -24.5% | -30.2% |
| 3Y | -58.9% | +24.5% | -83.4% | -64.7% |
| 5Y | -64.5% | -29.1% | -35.4% | -65.1% |
| 10Y | +120.0% | -39.1% | +159.1% | +99.1% |
| All | +19,870.7% | +832.3% | +19,038.4% | +5,177.4% |
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