+2,502.2%
EXC vs ALK
+765.2%
+1,737.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +1.0% |
| 7D | +1.4% | +7.1% | -5.7% | +0.5% |
| 30D | +11.6% | -3.0% | +14.6% | +11.9% |
| 3M | +2.7% | -25.6% | +28.3% | +5.8% |
| 6M | +2.7% | +0.5% | +2.2% | +1.8% |
| YTD | +9.7% | -23.1% | +32.8% | +11.3% |
| 1Y | +4.5% | -7.5% | +12.1% | +3.6% |
| 3Y | +28.5% | +15.3% | +13.2% | +20.9% |
| 5Y | +43.9% | -34.8% | +78.7% | +43.1% |
| 10Y | +183.7% | -41.2% | +224.9% | +171.2% |
| All | +2,502.2% | +765.2% | +1,737.0% | +1,588.1% |
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