+145.3%
DELL vs ALK
-4.9%
+150.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.1% | -1.7% | +4.0% |
| 7D | -11.8% | +8.9% | -20.7% | -13.3% |
| 30D | -40.8% | +5.9% | -46.8% | -41.3% |
| 3M | -23.6% | -16.5% | -7.0% | -20.7% |
| 6M | +33.4% | +2.1% | +31.3% | +31.6% |
| YTD | +178.0% | -17.1% | +195.1% | +170.6% |
| All | +145.3% | -4.9% | +150.2% | +109.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling