+2,413.6%
IBM vs ALK
+839.9%
+1,573.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.2% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +0.3% | -19.2% | +19.5% | +4.1% |
| 3M | -21.6% | -1.5% | -20.1% | -21.9% |
| 6M | -4.7% | -13.1% | +8.4% | -3.7% |
| YTD | -19.1% | -16.4% | -2.7% | -17.9% |
| 1Y | -2.5% | -33.1% | +30.6% | +2.5% |
| 3Y | +74.2% | +0.6% | +73.5% | +65.2% |
| 5Y | +113.1% | -26.4% | +139.5% | +109.8% |
| 10Y | +133.5% | -34.2% | +167.7% | +120.2% |
| All | +2,413.6% | +839.9% | +1,573.7% | +1,041.5% |
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 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