+17.7%
INTC vs ALK
-34.8%
+52.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.1% | +7.5% |
| 7D | -14.4% | +9.0% | -23.5% | -17.4% |
| 30D | -50.2% | -1.6% | -48.6% | -50.2% |
| 3M | -43.6% | -23.2% | -20.4% | -38.6% |
| 6M | -50.2% | -3.9% | -46.3% | -50.2% |
| YTD | +52.5% | -22.6% | +75.1% | +61.7% |
| 1Y | +51.1% | -5.3% | +56.5% | +48.8% |
| 3Y | +50.3% | +18.6% | +31.7% | +25.5% |
| All | +17.7% | -34.8% | +52.5% | +19.7% |
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