+306.4%
CSCO vs ALK
-41.7%
+348.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -10.2% | +9.0% | -19.2% | -11.9% |
| 30D | -20.1% | -1.6% | -18.4% | -20.0% |
| 3M | -22.1% | -23.2% | +1.1% | -18.3% |
| 6M | +3.2% | -3.9% | +7.1% | +2.4% |
| YTD | +24.1% | -22.6% | +46.7% | +27.5% |
| 1Y | +34.6% | -5.3% | +39.9% | +32.1% |
| 3Y | +90.0% | +18.6% | +71.4% | +70.3% |
| 5Y | +88.6% | -34.4% | +123.0% | +88.6% |
| All | +306.4% | -41.7% | +348.1% | +314.8% |
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