+118.5%
EXPE vs ALK
-37.5%
+155.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -3.8% |
| 7D | -13.3% | +8.9% | -22.2% | -17.0% |
| 30D | -5.5% | +5.9% | -11.4% | -8.4% |
| 3M | -16.5% | -16.5% | +0.1% | -8.5% |
| 6M | +13.1% | +2.1% | +11.0% | +9.2% |
| YTD | -8.0% | -17.1% | +9.1% | -4.6% |
| 1Y | +1.1% | -2.9% | +4.0% | -4.6% |
| 3Y | +131.2% | +24.5% | +106.7% | +71.1% |
| 5Y | +39.8% | -29.1% | +68.9% | +45.0% |
| 10Y | +118.5% | -39.1% | +157.6% | +106.3% |
| All | +118.5% | -37.5% | +155.9% | +106.3% |
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