+548.9%
SONY vs ALK
+839.9%
-290.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -1.2% | -0.7% | -0.5% | -1.1% |
| 30D | +9.4% | -19.2% | +28.7% | +13.7% |
| 3M | +10.5% | -1.5% | +12.0% | +9.8% |
| 6M | +11.7% | -13.1% | +24.7% | +12.7% |
| YTD | -4.1% | -16.4% | +12.4% | -2.8% |
| 1Y | -11.8% | -33.1% | +21.3% | -7.2% |
| 3Y | +45.9% | +0.6% | +45.3% | +37.5% |
| 5Y | +16.3% | -26.4% | +42.7% | +14.7% |
| 10Y | +297.6% | -34.2% | +331.8% | +269.5% |
| All | +548.9% | +839.9% | -290.9% | +170.5% |
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