+32,316.9%
EXPD vs ALK
+794.3%
+31,522.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.8% | -12.0% | -5.3% |
| 7D | +0.3% | +12.4% | -12.1% | -2.8% |
| 30D | +1.8% | +2.1% | -0.2% | +0.9% |
| 3M | +8.9% | -23.9% | +32.8% | +15.4% |
| 6M | +42.2% | +8.2% | +34.0% | +37.0% |
| YTD | +33.4% | -20.5% | +53.8% | +36.4% |
| 1Y | +47.2% | -1.0% | +48.2% | +42.3% |
| 3Y | +81.3% | +19.2% | +62.1% | +59.8% |
| 5Y | +60.2% | -28.2% | +88.4% | +56.4% |
| 10Y | +339.5% | -39.2% | +378.7% | +301.9% |
| All | +32,316.9% | +794.3% | +31,522.6% | +12,538.9% |
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