+60,958.4%
AMGN vs ALK
+839.9%
+60,118.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | +7.8% | -19.2% | +27.1% | +11.3% |
| 3M | +27.3% | -1.5% | +28.8% | +26.9% |
| 6M | +16.8% | -13.1% | +29.9% | +18.1% |
| YTD | +36.3% | -16.4% | +52.7% | +38.1% |
| 1Y | +60.4% | -33.1% | +93.5% | +67.6% |
| 3Y | +86.3% | +0.6% | +85.7% | +77.1% |
| 5Y | +125.7% | -26.4% | +152.1% | +120.8% |
| 10Y | +247.0% | -34.2% | +281.2% | +221.9% |
| All | +60,958.4% | +839.9% | +60,118.5% | +26,967.1% |
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 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