+143,155.1%
MSFT vs ALK
+765.2%
+142,389.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.3% | -2.9% |
| 7D | +1.1% | +7.1% | -6.0% | -0.4% |
| 30D | +1.3% | -3.0% | +4.2% | +1.6% |
| 3M | +10.2% | -25.6% | +35.8% | +16.5% |
| 6M | +30.8% | +0.5% | +30.3% | +28.9% |
| YTD | +11.5% | -23.1% | +34.6% | +14.8% |
| 1Y | +6.5% | -7.5% | +14.1% | +5.1% |
| 3Y | +55.5% | +15.3% | +40.1% | +40.4% |
| 5Y | +66.2% | -34.8% | +101.0% | +66.8% |
| 10Y | +928.0% | -41.2% | +969.2% | +861.8% |
| All | +143,155.1% | +765.2% | +142,389.9% | +52,491.5% |
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