+4.2%
ALK vs EXEL
+160.6%
-156.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -0.7% | +8.4% | -9.0% | -2.5% |
| 30D | -19.2% | +4.1% | -23.3% | -20.0% |
| 3M | -1.5% | +12.4% | -13.9% | -4.1% |
| 6M | -13.1% | +41.5% | -54.6% | -19.4% |
| YTD | -16.4% | +34.6% | -51.1% | -21.9% |
| 1Y | -33.1% | +57.9% | -90.9% | -39.4% |
| All | +4.2% | +160.6% | -156.4% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling