+301.7%
EXPD vs ALK
-41.7%
+343.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -7.2% | +9.0% | -16.2% | -8.8% |
| 30D | -3.3% | -1.6% | -1.6% | -3.3% |
| 3M | +3.4% | -23.2% | +26.6% | +8.1% |
| 6M | +22.7% | -3.9% | +26.6% | +21.9% |
| YTD | +24.5% | -22.6% | +47.1% | +27.7% |
| 1Y | +38.6% | -5.3% | +44.0% | +36.2% |
| 3Y | +71.5% | +18.6% | +52.9% | +54.3% |
| 5Y | +56.2% | -34.4% | +90.6% | +56.3% |
| All | +301.7% | -41.7% | +343.4% | +278.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling