+2,340.5%
EXC vs ALK
+839.9%
+1,500.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | -1.3% | -1.5% | +0.2% | -1.5% |
| 6M | -9.7% | -13.1% | +3.3% | -9.2% |
| YTD | +2.9% | -16.4% | +19.3% | +3.6% |
| 1Y | +4.4% | -33.1% | +37.5% | +7.4% |
| 3Y | +22.2% | +0.6% | +21.6% | +17.1% |
| 5Y | +46.7% | -26.4% | +73.1% | +43.9% |
| 10Y | +155.3% | -34.2% | +189.5% | +141.4% |
| All | +2,340.5% | +839.9% | +1,500.7% | +1,471.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling