-11.8%
SONY vs ALK
-33.1%
+21.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | -1.2% | -0.7% | -0.5% | -1.1% |
| 30D | +9.4% | -19.2% | +28.7% | +11.3% |
| 3M | +10.5% | -1.5% | +12.0% | +9.5% |
| 6M | +11.7% | -13.1% | +24.7% | +11.2% |
| YTD | -4.1% | -16.4% | +12.4% | -4.1% |
| 1Y | -11.8% | -33.1% | +21.3% | -13.0% |
| All | -11.8% | -33.1% | +21.3% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling