-18.4%
SONY vs ALK
-36.6%
+18.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.3% |
| 7D | -4.9% | -3.0% | -2.0% | -4.7% |
| 30D | -1.6% | -14.6% | +13.0% | -0.4% |
| 3M | +10.0% | -10.6% | +20.6% | +10.1% |
| 6M | +8.4% | -6.7% | +15.1% | +6.9% |
| YTD | -8.4% | -19.8% | +11.3% | -8.2% |
| 1Y | -18.4% | -35.2% | +16.9% | -20.8% |
| All | -18.4% | -36.6% | +18.2% | -20.8% |
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