+40.7%
ILMN vs ALK
+2.1%
+38.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | +9.2% | -19.2% | +28.4% | +14.1% |
| 3M | +29.8% | -1.5% | +31.4% | +29.2% |
| 6M | +69.2% | -13.1% | +82.3% | +71.7% |
| YTD | +66.4% | -16.4% | +82.8% | +67.9% |
| 1Y | +123.4% | -33.1% | +156.5% | +138.0% |
| All | +40.7% | +2.1% | +38.6% | +12.8% |
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