+82.1%
IBM vs ALK
+21.9%
+60.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -0.7% |
| 7D | -2.5% | +8.9% | -11.4% | -3.9% |
| 30D | +8.4% | +5.9% | +2.4% | +7.2% |
| 3M | +4.5% | -16.5% | +21.0% | +7.2% |
| 6M | +7.9% | +2.1% | +5.8% | +6.2% |
| YTD | -15.2% | -17.1% | +1.9% | -14.0% |
| 1Y | -17.6% | -2.9% | -14.7% | -19.0% |
| 3Y | +82.1% | +24.5% | +57.6% | +70.1% |
| All | +82.1% | +21.9% | +60.1% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling