+636.6%
ALK vs SNY
+245.1%
+391.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -1.9% |
| 7D | +0.1% | -2.7% | +2.8% | +1.5% |
| 30D | -18.5% | -0.7% | -17.8% | -18.2% |
| 3M | -3.6% | -1.6% | -1.9% | -3.0% |
| 6M | -3.7% | +2.3% | -5.9% | -4.6% |
| YTD | -19.0% | -6.0% | -13.0% | -16.6% |
| 1Y | -36.0% | -2.7% | -33.4% | -35.6% |
| 3Y | +2.3% | -7.5% | +9.8% | +1.1% |
| 5Y | -27.8% | +6.7% | -34.5% | -35.3% |
| 10Y | -39.0% | +62.3% | -101.2% | -57.2% |
| All | +636.6% | +245.1% | +391.6% | +192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling