-10.1%
ALK vs EXEL
+62.5%
-72.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.3% |
| 7D | +0.9% | +1.6% | -0.7% | +0.4% |
| 30D | +3.3% | +17.4% | -14.1% | -2.9% |
| 3M | -17.6% | +38.6% | -56.2% | -27.7% |
| 6M | +0.8% | +41.2% | -40.4% | -11.9% |
| YTD | -22.4% | +59.3% | -81.7% | -36.1% |
| 1Y | -10.1% | +60.2% | -70.3% | -25.9% |
| All | -10.1% | +62.5% | -72.6% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling