+111.1%
AXP vs ALK
+2.1%
+109.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.6% |
| 7D | -2.1% | -0.7% | -1.5% | -1.9% |
| 30D | -6.5% | -19.2% | +12.7% | -0.6% |
| 3M | +4.6% | -1.5% | +6.2% | +4.1% |
| 6M | +5.4% | -13.1% | +18.5% | +7.9% |
| YTD | -11.1% | -16.4% | +5.3% | -8.1% |
| 1Y | -0.3% | -33.1% | +32.8% | +10.3% |
| All | +111.1% | +2.1% | +109.0% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling