+97.5%
CSCO vs ALK
+13.2%
+84.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -16.9% |
| 3M | -15.4% | -19.0% | +3.6% | -12.9% |
| 6M | -5.4% | -0.2% | -5.2% | -6.5% |
| YTD | +26.5% | -23.5% | +50.0% | +29.8% |
| 1Y | +25.9% | -9.1% | +35.0% | +25.0% |
| 3Y | +97.5% | +12.0% | +85.5% | +81.9% |
| All | +97.5% | +13.2% | +84.4% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling