+2,521.8%
IBM vs ALK
+770.6%
+1,751.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -5.0% | +9.0% | -14.0% | -6.6% |
| 30D | +11.1% | -1.6% | +12.7% | +11.1% |
| 3M | +5.7% | -23.2% | +28.9% | +10.4% |
| 6M | +10.1% | -3.9% | +14.0% | +9.6% |
| YTD | -15.6% | -22.6% | +7.0% | -13.4% |
| 1Y | -19.5% | -5.3% | -14.2% | -20.7% |
| 3Y | +80.4% | +18.6% | +61.8% | +65.6% |
| 5Y | +140.0% | -34.4% | +174.4% | +140.6% |
| 10Y | +155.0% | -40.8% | +195.8% | +144.3% |
| All | +2,521.8% | +770.6% | +1,751.2% | +1,103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling