+4.8%
AXP vs ALK
+5.1%
-0.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.8% | -6.6% | +0.5% |
| 7D | +4.6% | +12.4% | -7.8% | +2.2% |
| 30D | +9.7% | +2.1% | +7.7% | +9.0% |
| 3M | -3.8% | -23.9% | +20.1% | +0.7% |
| 6M | +4.8% | +8.2% | -3.4% | +4.1% |
| All | +4.8% | +5.1% | -0.3% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling