+55.9%
EXPD vs ALK
-34.8%
+90.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -7.2% | +9.0% | -16.2% | -8.7% |
| 30D | -3.3% | -1.6% | -1.6% | -3.2% |
| 3M | +3.4% | -23.2% | +26.6% | +7.9% |
| 6M | +22.7% | -3.9% | +26.6% | +21.9% |
| YTD | +24.5% | -22.6% | +47.1% | +27.8% |
| 1Y | +38.6% | -5.3% | +44.0% | +36.1% |
| 3Y | +71.5% | +18.6% | +52.9% | +49.9% |
| All | +55.9% | -34.8% | +90.7% | +54.4% |
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