+613.4%
SONY vs ALK
+770.6%
-157.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +6.7% | +9.0% | -2.3% | +4.8% |
| 30D | +14.8% | -1.6% | +16.4% | +14.9% |
| 3M | +16.9% | -23.2% | +40.1% | +22.2% |
| 6M | +30.2% | -3.9% | +34.1% | +29.2% |
| YTD | +5.5% | -22.6% | +28.1% | +8.1% |
| 1Y | -4.6% | -5.3% | +0.8% | -6.2% |
| 3Y | +57.2% | +18.6% | +38.6% | +43.2% |
| 5Y | +12.1% | -34.4% | +46.4% | +12.8% |
| 10Y | +361.6% | -40.8% | +402.3% | +336.7% |
| All | +613.4% | +770.6% | -157.2% | +200.8% |
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