+47.9%
EXPE vs ALK
-31.3%
+79.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +3.0% |
| 7D | -4.2% | +0.9% | -5.1% | -5.0% |
| 30D | -4.5% | +3.3% | -7.8% | -6.2% |
| 3M | -19.7% | -17.6% | -2.1% | -11.8% |
| 6M | +18.3% | +0.8% | +17.5% | +14.9% |
| YTD | -7.3% | -22.4% | +15.0% | -0.7% |
| 1Y | -3.9% | -10.1% | +6.2% | -6.1% |
| 3Y | +123.0% | +14.0% | +109.0% | +58.1% |
| 5Y | +47.9% | -29.8% | +77.8% | +53.2% |
| All | +47.9% | -31.3% | +79.2% | +53.2% |
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 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