-2.5%
IBM vs ALK
-33.1%
+30.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +0.3% | -19.2% | +19.5% | +2.2% |
| 3M | -21.6% | -1.5% | -20.1% | -21.8% |
| 6M | -4.7% | -13.1% | +8.4% | -5.1% |
| YTD | -19.1% | -16.4% | -2.7% | -18.1% |
| 1Y | -2.5% | -33.1% | +30.6% | -8.7% |
| All | -2.5% | -33.1% | +30.6% | -8.7% |
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 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