+41.5%
SONY vs ALK
+1.7%
+39.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -3.8% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | +0.3% | -18.5% | +18.8% | +3.1% |
| 3M | +6.2% | -3.6% | +9.8% | +5.8% |
| 6M | +9.5% | -3.7% | +13.2% | +8.3% |
| YTD | -8.1% | -19.0% | +10.9% | -6.8% |
| 1Y | -17.9% | -36.0% | +18.1% | -13.8% |
| 3Y | +41.5% | +2.3% | +39.2% | +38.1% |
| All | +41.5% | +1.7% | +39.8% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling