+10,478.8%
JPM vs ALK
+770.6%
+9,708.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.1% |
| 7D | -0.8% | +9.0% | -9.8% | -3.8% |
| 30D | +1.5% | -1.6% | +3.1% | +1.6% |
| 3M | -5.7% | -23.2% | +17.5% | +2.5% |
| 6M | +7.2% | -3.9% | +11.1% | +6.1% |
| YTD | +5.8% | -22.6% | +28.4% | +10.9% |
| 1Y | +8.8% | -5.3% | +14.1% | +5.8% |
| 3Y | +147.4% | +18.6% | +128.8% | +108.1% |
| 5Y | +125.3% | -34.4% | +159.7% | +127.2% |
| 10Y | +540.5% | -40.8% | +581.3% | +501.8% |
| All | +10,478.8% | +770.6% | +9,708.2% | +2,646.7% |
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 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