+14,854.2%
MO vs ALK
+839.9%
+14,014.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +0.6% | -19.2% | +19.9% | +3.0% |
| 3M | -1.0% | -1.5% | +0.5% | -1.3% |
| 6M | +4.3% | -13.1% | +17.4% | +4.8% |
| YTD | +23.3% | -16.4% | +39.7% | +24.0% |
| 1Y | +10.5% | -33.1% | +43.5% | +13.6% |
| 3Y | +96.3% | +0.6% | +95.6% | +87.5% |
| 5Y | +98.9% | -26.4% | +125.3% | +94.5% |
| 10Y | +103.6% | -34.2% | +137.8% | +92.4% |
| All | +14,854.2% | +839.9% | +14,014.3% | +8,023.0% |
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