+324.2%
CSCO vs ALK
-39.7%
+363.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.7% | +12.9% | -17.6% | -7.0% |
| 30D | -17.1% | +5.5% | -22.6% | -18.2% |
| 3M | -19.6% | -12.1% | -7.5% | -17.9% |
| 6M | +2.4% | +1.7% | +0.7% | +0.5% |
| YTD | +29.8% | -17.4% | +47.2% | +31.7% |
| 1Y | +38.7% | -1.9% | +40.6% | +35.3% |
| 3Y | +101.3% | +21.2% | +80.1% | +79.9% |
| 5Y | +94.8% | -27.8% | +122.6% | +91.1% |
| 10Y | +324.2% | -41.0% | +365.2% | +311.3% |
| All | +324.2% | -39.7% | +363.9% | +311.3% |
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