+308.5%
CSCO vs ALK
-45.9%
+354.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.8% | -6.0% |
| 7D | +1.9% | -1.2% | +3.1% | +2.1% |
| 30D | -15.8% | +7.7% | -23.5% | -17.3% |
| 3M | -15.4% | -19.0% | +3.6% | -12.1% |
| 6M | -5.4% | -0.2% | -5.2% | -6.8% |
| YTD | +26.5% | -23.5% | +50.0% | +30.3% |
| 1Y | +25.9% | -9.1% | +35.0% | +24.7% |
| 3Y | +97.5% | +12.0% | +85.5% | +79.3% |
| 5Y | +93.0% | -30.9% | +123.9% | +90.7% |
| All | +308.5% | -45.9% | +354.4% | +303.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling