+64,868.5%
AMGN vs ALK
+832.3%
+64,036.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.0% | -0.1% |
| 7D | 0.0% | +8.9% | -9.0% | -1.4% |
| 30D | +12.1% | +5.9% | +6.2% | +10.9% |
| 3M | +13.9% | -16.5% | +30.4% | +16.7% |
| 6M | +42.1% | +2.1% | +40.0% | +40.3% |
| YTD | +45.0% | -17.1% | +62.1% | +46.8% |
| 1Y | +49.3% | -2.9% | +52.2% | +47.2% |
| 3Y | +92.8% | +24.5% | +68.3% | +76.9% |
| 5Y | +156.7% | -29.1% | +185.9% | +152.6% |
| 10Y | +328.1% | -39.1% | +367.3% | +301.8% |
| All | +64,868.5% | +832.3% | +64,036.3% | +28,676.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling