+147.3%
IBM vs ALK
-45.9%
+193.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +1.6% | -1.2% | +2.7% | +1.7% |
| 30D | +9.2% | +7.7% | +1.5% | +7.0% |
| 3M | +4.9% | -19.0% | +23.9% | +9.4% |
| 6M | +16.8% | -0.2% | +17.0% | +14.7% |
| YTD | -14.3% | -23.5% | +9.2% | -11.4% |
| 1Y | -16.7% | -9.1% | -7.6% | -17.6% |
| 3Y | +82.2% | +12.0% | +70.2% | +62.9% |
| 5Y | +149.9% | -30.9% | +180.8% | +145.8% |
| All | +147.3% | -45.9% | +193.2% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling