+40.4%
EXC vs ALK
-31.3%
+71.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.4% |
| 7D | +1.4% | -1.2% | +2.6% | +1.4% |
| 30D | +8.6% | +7.7% | +0.9% | +8.0% |
| 3M | +2.4% | -19.0% | +21.4% | +3.5% |
| 6M | +6.5% | -0.2% | +6.7% | +6.0% |
| YTD | +9.0% | -23.5% | +32.5% | +9.9% |
| 1Y | +4.6% | -9.1% | +13.7% | +3.8% |
| 3Y | +33.5% | +12.0% | +21.5% | +23.7% |
| All | +40.4% | -31.3% | +71.8% | +37.4% |
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