-16.8%
AVGO vs ALK
-6.6%
-10.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -9.9% | +9.0% | -19.0% | -11.6% |
| 30D | -22.0% | -1.6% | -20.4% | -21.7% |
| 3M | -30.0% | -23.2% | -6.9% | -26.1% |
| 6M | -30.7% | -3.9% | -26.9% | -30.7% |
| YTD | -14.7% | -22.6% | +7.9% | -13.2% |
| 1Y | -16.8% | -5.3% | -11.5% | -18.1% |
| All | -16.8% | -6.6% | -10.2% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling