+39.5%
EXPE vs ALK
-34.8%
+74.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.2% |
| 7D | -9.3% | +9.0% | -18.4% | -12.9% |
| 30D | +0.1% | -1.6% | +1.8% | +1.1% |
| 3M | -15.3% | -23.2% | +7.9% | -3.5% |
| 6M | +5.5% | -3.9% | +9.4% | +5.4% |
| YTD | -8.0% | -22.6% | +14.6% | -0.9% |
| 1Y | +18.9% | -5.3% | +24.2% | +13.3% |
| 3Y | +135.5% | +18.6% | +117.0% | +61.8% |
| All | +39.5% | -34.8% | +74.2% | +52.8% |
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