+144.7%
IBM vs ALK
-28.6%
+173.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.5% | +12.9% | -14.5% | -3.5% |
| 30D | +8.4% | +5.5% | +2.9% | +7.2% |
| 3M | +4.2% | -12.1% | +16.3% | +6.0% |
| 6M | +7.9% | +1.7% | +6.2% | +6.4% |
| YTD | -15.2% | -17.4% | +2.2% | -14.0% |
| 1Y | -18.7% | -1.9% | -16.8% | -20.2% |
| 3Y | +79.2% | +21.2% | +58.0% | +65.0% |
| 5Y | +144.7% | -27.8% | +172.5% | +141.5% |
| All | +144.7% | -28.6% | +173.3% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling