-4.5%
SONY vs ALK
-5.3%
+0.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +5.2% | +12.9% | -7.7% | +3.9% |
| 30D | +10.7% | +5.5% | +5.2% | +9.9% |
| 3M | +12.1% | -12.1% | +24.2% | +12.8% |
| 6M | +32.6% | +1.7% | +30.8% | +29.8% |
| YTD | +4.3% | -17.4% | +21.8% | +3.7% |
| 1Y | -4.5% | -1.9% | -2.6% | -10.6% |
| All | -4.5% | -5.3% | +0.8% | -10.6% |
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