+29,187.3%
AVGO vs ALK
+669.6%
+28,517.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | 0.0% | +12.9% | -13.0% | -3.9% |
| 30D | -8.2% | +5.5% | -13.7% | -10.1% |
| 3M | -21.3% | -12.1% | -9.2% | -18.4% |
| 6M | -22.5% | +1.7% | -24.2% | -24.5% |
| YTD | -3.6% | -17.4% | +13.9% | -1.0% |
| 1Y | -6.7% | -1.9% | -4.7% | -9.8% |
| 3Y | +258.1% | +21.2% | +236.9% | +203.3% |
| 5Y | +560.9% | -27.8% | +588.7% | +553.4% |
| 10Y | +2,475.6% | -41.0% | +2,516.6% | +2,302.3% |
| All | +29,187.3% | +669.6% | +28,517.8% | +11,189.5% |
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