+135.5%
EXPE vs ALK
+16.0%
+119.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.1% |
| 7D | -9.3% | +9.0% | -18.4% | -11.9% |
| 30D | +0.1% | -1.6% | +1.8% | +0.8% |
| 3M | -15.3% | -23.2% | +7.9% | -7.2% |
| 6M | +5.5% | -3.9% | +9.4% | +5.9% |
| YTD | -8.0% | -22.6% | +14.6% | -2.5% |
| 1Y | +18.9% | -5.3% | +24.2% | +15.5% |
| 3Y | +135.5% | +18.6% | +117.0% | +118.2% |
| All | +135.5% | +16.0% | +119.6% | +118.2% |
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