+38.6%
EXPE vs ALK
-28.6%
+67.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -11.2% | +12.9% | -24.1% | -16.4% |
| 30D | -7.5% | +5.5% | -13.0% | -10.0% |
| 3M | -19.1% | -12.1% | -7.0% | -13.9% |
| 6M | +10.7% | +1.7% | +9.0% | +7.3% |
| YTD | -9.9% | -17.4% | +7.5% | -6.4% |
| 1Y | -4.6% | -1.9% | -2.7% | -10.9% |
| 3Y | +116.8% | +21.2% | +95.5% | +49.0% |
| 5Y | +38.6% | -27.8% | +66.4% | +43.8% |
| All | +38.6% | -28.6% | +67.2% | +43.8% |
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