-33.9%
ALK vs EXEL
+260.1%
-294.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.3% |
| 7D | +9.0% | +0.3% | +8.8% | +9.0% |
| 30D | -1.6% | +19.0% | -20.7% | -6.1% |
| 3M | -23.2% | +33.3% | -56.5% | -28.9% |
| 6M | -3.9% | +42.9% | -46.7% | -12.7% |
| YTD | -22.6% | +58.7% | -81.3% | -31.7% |
| 1Y | -5.3% | +70.5% | -75.8% | -17.9% |
| 3Y | +18.6% | +233.8% | -215.3% | -16.8% |
| All | -33.9% | +260.1% | -294.0% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling