-37.0%
ALK vs SNY
+64.5%
-101.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -2.1% | -3.3% | +1.2% | -0.8% |
| 30D | -13.1% | -2.2% | -11.0% | -12.4% |
| 3M | -11.8% | -3.0% | -8.7% | -11.0% |
| 6M | -0.4% | +2.7% | -3.1% | -1.2% |
| YTD | -18.2% | -6.8% | -11.3% | -15.9% |
| 1Y | -35.5% | -5.3% | -30.3% | -34.5% |
| 3Y | +1.8% | -9.8% | +11.6% | +2.3% |
| 5Y | -26.6% | +9.7% | -36.3% | -34.5% |
| All | -37.0% | +64.5% | -101.5% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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