+198,812.7%
CSCO vs ALK
+744.2%
+198,068.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.7% | +12.9% | -17.6% | -7.5% |
| 30D | -17.1% | +5.5% | -22.6% | -18.5% |
| 3M | -19.6% | -12.1% | -7.5% | -17.5% |
| 6M | +2.4% | +1.7% | +0.7% | +0.1% |
| YTD | +29.8% | -17.4% | +47.2% | +31.8% |
| 1Y | +38.7% | -1.9% | +40.6% | +34.5% |
| 3Y | +101.3% | +21.2% | +80.1% | +76.7% |
| 5Y | +94.8% | -27.8% | +122.6% | +89.8% |
| 10Y | +324.2% | -41.0% | +365.2% | +292.2% |
| All | +198,812.7% | +744.2% | +198,068.6% | +53,136.7% |
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