+75.5%
EXPD vs ALK
+15.2%
+60.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.2% | -4.0% |
| 7D | -4.8% | +7.1% | -11.9% | -5.7% |
| 30D | -1.5% | -3.0% | +1.5% | -1.3% |
| 3M | +4.1% | -25.6% | +29.8% | +8.0% |
| 6M | +24.0% | +0.5% | +23.5% | +22.6% |
| YTD | +27.4% | -23.1% | +50.5% | +30.2% |
| 1Y | +38.4% | -7.5% | +45.9% | +37.2% |
| All | +75.5% | +15.2% | +60.2% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling