-18.7%
IBM vs ALK
-3.2%
-15.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | -1.7% | +2.6% | -4.3% | -2.1% |
| 30D | +10.1% | +7.8% | +2.3% | +9.0% |
| 3M | +4.8% | -15.2% | +20.1% | +7.0% |
| 6M | +12.6% | +5.0% | +7.6% | +10.3% |
| YTD | -13.9% | -18.4% | +4.5% | -11.4% |
| 1Y | -18.7% | -2.4% | -16.3% | -21.2% |
| All | -18.7% | -3.2% | -15.5% | -21.2% |
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 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