+88.1%
CSCO vs ALK
-34.8%
+122.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -10.2% | +9.0% | -19.2% | -11.6% |
| 30D | -20.1% | -1.6% | -18.4% | -20.0% |
| 3M | -22.4% | -23.2% | +0.8% | -19.1% |
| 6M | +2.8% | -3.9% | +6.7% | +2.1% |
| YTD | +23.6% | -22.6% | +46.2% | +26.8% |
| 1Y | +34.0% | -5.3% | +39.4% | +31.8% |
| 3Y | +89.3% | +18.6% | +70.7% | +69.6% |
| All | +88.1% | -34.8% | +122.8% | +91.0% |
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