-47.4%
ALK vs EXEL
+320.7%
-368.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | +7.7% | +13.1% | -5.4% | +5.0% |
| 3M | -19.0% | +36.3% | -55.3% | -24.1% |
| 6M | -0.2% | +34.5% | -34.7% | -6.3% |
| YTD | -23.5% | +57.4% | -80.9% | -30.6% |
| 1Y | -9.1% | +62.9% | -72.0% | -18.1% |
| 3Y | +12.0% | +229.5% | -217.5% | -14.0% |
| 5Y | -30.9% | +281.2% | -312.1% | -49.1% |
| All | -47.4% | +320.7% | -368.1% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling