+149.9%
IBM vs ALK
-37.5%
+187.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -1.1% |
| 7D | -2.5% | +8.9% | -11.4% | -4.5% |
| 30D | +8.4% | +5.9% | +2.4% | +6.6% |
| 3M | +4.5% | -16.5% | +21.0% | +8.2% |
| 6M | +7.9% | +2.1% | +5.8% | +5.6% |
| YTD | -15.2% | -17.1% | +1.9% | -13.9% |
| 1Y | -17.6% | -2.9% | -14.7% | -19.7% |
| 3Y | +82.1% | +24.5% | +57.6% | +58.9% |
| 5Y | +143.3% | -29.1% | +172.5% | +138.9% |
| 10Y | +149.9% | -39.1% | +189.0% | +123.6% |
| All | +149.9% | -37.5% | +187.4% | +123.6% |
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