+14,754.4%
SPGI vs ALK
+765.2%
+13,989.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.2% |
| 7D | +2.6% | +7.1% | -4.5% | +1.0% |
| 30D | +19.3% | -3.0% | +22.2% | +19.8% |
| 3M | +15.5% | -25.6% | +41.1% | +22.2% |
| 6M | +18.3% | +0.5% | +17.9% | +16.4% |
| YTD | -3.8% | -23.1% | +19.3% | -1.2% |
| 1Y | +1.3% | -7.5% | +8.9% | -0.3% |
| 3Y | +33.6% | +15.3% | +18.3% | +20.3% |
| 5Y | +13.2% | -34.8% | +48.0% | +13.3% |
| 10Y | +346.3% | -41.2% | +387.5% | +317.8% |
| All | +14,754.4% | +765.2% | +13,989.2% | +6,441.4% |
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