-3.9%
ALK vs EXEL
+45.9%
-49.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.2% |
| 7D | +9.0% | +0.3% | +8.8% | +9.0% |
| 30D | -1.6% | +19.0% | -20.7% | -7.1% |
| 3M | -23.2% | +33.3% | -56.5% | -30.4% |
| 6M | -3.9% | +42.9% | -46.7% | -12.5% |
| All | -3.9% | +45.9% | -49.8% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling