+19.4%
ALK vs EXEL
+238.6%
-219.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +2.6% | -2.8% | +5.4% | +3.3% |
| 30D | +7.8% | +18.2% | -10.4% | +3.6% |
| 3M | -15.2% | +37.7% | -53.0% | -21.5% |
| 6M | +5.0% | +42.2% | -37.2% | -3.3% |
| YTD | -18.4% | +61.3% | -79.7% | -27.2% |
| 1Y | -2.4% | +64.5% | -66.9% | -13.2% |
| All | +19.4% | +238.6% | -219.2% | -1.5% |
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