+2,544.4%
IBM vs ALK
+765.2%
+1,779.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.2% |
| 7D | -4.3% | +7.1% | -11.4% | -5.6% |
| 30D | +11.7% | -3.0% | +14.7% | +12.0% |
| 3M | +5.5% | -25.6% | +31.1% | +10.8% |
| 6M | +9.5% | +0.5% | +9.0% | +8.0% |
| YTD | -14.9% | -23.1% | +8.2% | -12.6% |
| 1Y | -17.4% | -7.5% | -9.8% | -18.2% |
| 3Y | +83.3% | +15.3% | +67.9% | +69.1% |
| 5Y | +142.1% | -34.8% | +176.9% | +143.0% |
| 10Y | +157.2% | -41.2% | +198.3% | +146.7% |
| All | +2,544.4% | +765.2% | +1,779.2% | +1,114.9% |
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