+281.7%
SONY vs ALK
-39.2%
+320.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.2% |
| 7D | -4.9% | -3.0% | -2.0% | -4.4% |
| 30D | -1.6% | -14.6% | +13.0% | +1.1% |
| 3M | +10.0% | -10.6% | +20.6% | +11.4% |
| 6M | +8.4% | -6.7% | +15.1% | +7.9% |
| YTD | -8.4% | -19.8% | +11.3% | -6.6% |
| 1Y | -18.4% | -35.2% | +16.9% | -13.6% |
| 3Y | +41.0% | +1.4% | +39.6% | +32.2% |
| 5Y | +9.3% | -30.7% | +39.9% | +8.3% |
| 10Y | +281.7% | -37.4% | +319.1% | +269.9% |
| All | +281.7% | -39.2% | +320.9% | +269.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling