+91.0%
AMGN vs ALK
+13.2%
+77.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.2% |
| 30D | +9.3% | +7.7% | +1.6% | +8.3% |
| 3M | +12.1% | -19.0% | +31.1% | +14.4% |
| 6M | +40.3% | -0.2% | +40.5% | +39.3% |
| YTD | +45.2% | -23.5% | +68.7% | +47.3% |
| 1Y | +42.4% | -9.1% | +51.6% | +42.0% |
| 3Y | +91.0% | +12.0% | +79.0% | +79.1% |
| All | +91.0% | +13.2% | +77.9% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling