+27.8%
INTC vs ALK
-31.3%
+59.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.0% |
| 7D | +6.0% | -1.2% | +7.2% | +6.4% |
| 30D | -39.2% | +7.7% | -46.9% | -41.2% |
| 3M | -42.9% | -19.0% | -24.0% | -39.0% |
| 6M | -50.4% | -0.2% | -50.2% | -51.0% |
| YTD | +61.7% | -23.5% | +85.2% | +72.1% |
| 1Y | +66.1% | -9.1% | +75.3% | +65.9% |
| 3Y | +58.1% | +12.0% | +46.1% | +34.8% |
| All | +27.8% | -31.3% | +59.2% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling