+109.3%
INTC vs ALK
-37.5%
+146.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.1% | -1.6% | +3.2% |
| 7D | -1.0% | +8.9% | -9.9% | -3.8% |
| 30D | -43.3% | +5.9% | -49.2% | -44.6% |
| 3M | -41.6% | -16.5% | -25.1% | -38.6% |
| 6M | -52.5% | +2.1% | -54.6% | -53.4% |
| YTD | +60.9% | -17.1% | +78.0% | +66.3% |
| 1Y | +55.7% | -2.9% | +58.6% | +52.7% |
| 3Y | +59.2% | +24.5% | +34.7% | +37.7% |
| 5Y | +25.0% | -29.1% | +54.1% | +25.4% |
| 10Y | +109.3% | -39.1% | +148.4% | +97.3% |
| All | +109.3% | -37.5% | +146.7% | +97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling