+605.8%
SONY vs ALK
+828.7%
-222.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +5.2% | +12.9% | -7.7% | +2.7% |
| 30D | +10.7% | +5.5% | +5.2% | +9.3% |
| 3M | +12.1% | -12.1% | +24.2% | +14.3% |
| 6M | +32.6% | +1.7% | +30.8% | +30.0% |
| YTD | +4.3% | -17.4% | +21.8% | +5.6% |
| 1Y | -4.5% | -1.9% | -2.6% | -6.7% |
| 3Y | +56.9% | +21.2% | +35.6% | +42.3% |
| 5Y | +12.5% | -27.8% | +40.3% | +11.1% |
| 10Y | +371.7% | -41.0% | +412.8% | +346.7% |
| All | +605.8% | +828.7% | -222.9% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling