+47.6%
EXC vs ALK
-25.3%
+72.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | +0.3% | -0.7% | +0.9% | +0.3% |
| 30D | -3.7% | -19.2% | +15.5% | -2.6% |
| 3M | -1.3% | -1.5% | +0.2% | -1.4% |
| 6M | -9.7% | -13.1% | +3.3% | -9.3% |
| YTD | +2.9% | -16.4% | +19.3% | +3.3% |
| 1Y | +4.4% | -33.1% | +37.5% | +6.6% |
| 3Y | +22.2% | +0.6% | +21.6% | +16.6% |
| All | +47.6% | -25.3% | +72.9% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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