+154.5%
AMGN vs ALK
-34.8%
+189.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.2% | +9.0% | -10.2% | -2.2% |
| 30D | +11.5% | -1.6% | +13.1% | +11.5% |
| 3M | +14.4% | -23.2% | +37.6% | +17.4% |
| 6M | +40.9% | -3.9% | +44.8% | +40.6% |
| YTD | +43.5% | -22.6% | +66.1% | +45.7% |
| 1Y | +49.9% | -5.3% | +55.3% | +48.9% |
| 3Y | +84.6% | +18.6% | +66.1% | +73.7% |
| All | +154.5% | -34.8% | +189.2% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling