+113.3%
CSCO vs ALK
-25.3%
+138.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -10.1% | -19.2% | +9.1% | -6.9% |
| 3M | -15.7% | -1.5% | -14.2% | -16.1% |
| 6M | +36.3% | -13.1% | +49.3% | +37.6% |
| YTD | +43.8% | -16.4% | +60.3% | +46.0% |
| 1Y | +63.9% | -33.1% | +97.0% | +73.2% |
| 3Y | +104.4% | +0.6% | +103.7% | +91.4% |
| All | +113.3% | -25.3% | +138.6% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling