-39.1%
ALK vs EXEL
+445.6%
-484.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.1% | +4.0% | +6.4% |
| 7D | +8.9% | +2.3% | +6.6% | +8.4% |
| 30D | +5.9% | +19.8% | -13.9% | +2.0% |
| 3M | -16.5% | +32.7% | -49.2% | -21.4% |
| 6M | +2.1% | +49.0% | -46.9% | -6.1% |
| YTD | -17.1% | +63.7% | -80.8% | -25.4% |
| 1Y | -2.9% | +75.8% | -78.7% | -13.8% |
| 3Y | +24.5% | +241.3% | -216.8% | -5.3% |
| 5Y | -29.1% | +289.0% | -318.2% | -48.1% |
| 10Y | -39.1% | +377.6% | -416.8% | -58.6% |
| All | -39.1% | +445.6% | -484.7% | -58.6% |
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