+193,139.0%
CSCO vs ALK
+686.5%
+192,452.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.2% | -4.4% | -6.8% |
| 7D | -11.9% | +7.1% | -18.9% | -13.5% |
| 30D | -18.8% | -3.0% | -15.9% | -18.5% |
| 3M | -21.2% | -25.6% | +4.4% | -15.9% |
| 6M | +1.9% | +0.5% | +1.4% | -0.2% |
| YTD | +26.1% | -23.1% | +49.1% | +30.3% |
| 1Y | +34.7% | -7.5% | +42.2% | +32.5% |
| 3Y | +94.0% | +15.3% | +78.7% | +72.3% |
| 5Y | +91.6% | -34.8% | +126.4% | +91.4% |
| 10Y | +323.2% | -41.2% | +364.3% | +290.9% |
| All | +193,139.0% | +686.5% | +192,452.5% | +52,517.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling