+12.4%
SPGI vs ALK
-29.1%
+41.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -0.5% |
| 7D | -0.9% | +8.9% | -9.8% | -2.3% |
| 30D | +15.5% | +5.9% | +9.6% | +14.1% |
| 3M | +15.7% | -16.5% | +32.2% | +18.7% |
| 6M | +19.1% | +2.1% | +17.0% | +17.0% |
| YTD | -4.1% | -17.1% | +13.0% | -3.2% |
| 1Y | +1.2% | -2.9% | +4.1% | -1.6% |
| 3Y | +31.6% | +24.5% | +7.1% | +12.9% |
| 5Y | +12.4% | -29.1% | +41.6% | +8.7% |
| All | +12.4% | -29.1% | +41.6% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling