+53.3%
MSFT vs ALK
+2.1%
+51.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.2% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +2.7% | -19.2% | +21.9% | +5.2% |
| 3M | +17.0% | -1.5% | +18.5% | +16.9% |
| 6M | +23.8% | -13.1% | +36.9% | +24.9% |
| YTD | +4.0% | -16.4% | +20.4% | +5.2% |
| 1Y | -0.8% | -33.1% | +32.2% | +3.3% |
| All | +53.3% | +2.1% | +51.2% | +51.3% |
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 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