+34.6%
CSCO vs ALK
-6.6%
+41.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -10.2% | +9.0% | -19.2% | -10.9% |
| 30D | -20.1% | -1.6% | -18.4% | -19.9% |
| 3M | -22.1% | -23.2% | +1.1% | -20.2% |
| 6M | +3.2% | -3.9% | +7.1% | +3.1% |
| YTD | +24.1% | -22.6% | +46.7% | +27.6% |
| 1Y | +34.6% | -5.3% | +39.9% | +37.2% |
| All | +34.6% | -6.6% | +41.2% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling