+546.2%
ALK vs EXEL
+273.2%
+273.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -0.7% | +8.4% | -9.0% | -2.2% |
| 30D | -19.2% | +4.1% | -23.3% | -19.9% |
| 3M | -1.5% | +12.4% | -13.9% | -3.7% |
| 6M | -13.1% | +41.5% | -54.6% | -18.7% |
| YTD | -16.4% | +34.6% | -51.1% | -21.2% |
| 1Y | -33.1% | +57.9% | -90.9% | -39.0% |
| 3Y | +0.6% | +159.5% | -158.9% | -18.1% |
| 5Y | -26.4% | +198.5% | -224.9% | -42.4% |
| 10Y | -34.2% | +411.4% | -445.5% | -57.7% |
| All | +546.2% | +273.2% | +273.0% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling