+136.1%
MO vs ALK
+21.9%
+114.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -0.3% |
| 7D | -1.8% | +8.9% | -10.7% | -1.7% |
| 30D | +5.8% | +5.9% | -0.2% | +5.8% |
| 3M | +12.7% | -16.5% | +29.2% | +12.4% |
| 6M | +14.8% | +2.1% | +12.7% | +14.8% |
| YTD | +37.8% | -17.1% | +54.9% | +38.2% |
| 1Y | +39.5% | -2.9% | +42.3% | +39.4% |
| 3Y | +136.1% | +24.5% | +111.6% | +122.1% |
| All | +136.1% | +21.9% | +114.1% | +122.1% |
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