+209.9%
AMGN vs ALK
-38.6%
+248.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.1% | -7.0% | -9.7% |
| 7D | -10.3% | +0.1% | -10.4% | -10.2% |
| 30D | -3.8% | -18.5% | +14.7% | -1.4% |
| 3M | +14.4% | -3.6% | +17.9% | +14.5% |
| 6M | +7.8% | -3.7% | +11.5% | +7.4% |
| YTD | +22.6% | -19.0% | +41.6% | +24.4% |
| 1Y | +44.2% | -36.0% | +80.2% | +50.1% |
| 3Y | +65.8% | +2.3% | +63.5% | +58.5% |
| 5Y | +108.0% | -27.8% | +135.7% | +104.7% |
| 10Y | +209.9% | -39.0% | +248.8% | +193.5% |
| All | +209.9% | -38.6% | +248.4% | +193.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling