+133,470.8%
MSFT vs ALK
+839.9%
+132,631.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.4% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +2.7% | -19.2% | +21.9% | +7.1% |
| 3M | +17.0% | -1.5% | +18.5% | +16.5% |
| 6M | +23.8% | -13.1% | +36.9% | +25.3% |
| YTD | +4.0% | -16.4% | +20.4% | +5.6% |
| 1Y | -0.8% | -33.1% | +32.2% | +4.8% |
| 3Y | +55.6% | +0.6% | +55.0% | +45.1% |
| 5Y | +72.9% | -26.4% | +99.3% | +69.4% |
| 10Y | +875.8% | -34.2% | +910.0% | +793.9% |
| All | +133,470.8% | +839.9% | +132,631.0% | +48,276.9% |
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