+104.9%
EXPE vs ALK
-25.3%
+130.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.5% |
| 7D | -9.5% | -0.7% | -8.9% | -9.2% |
| 30D | -6.6% | -19.2% | +12.6% | +3.8% |
| 3M | +31.4% | -1.5% | +32.9% | +30.4% |
| 6M | +35.2% | -13.1% | +48.2% | +39.3% |
| YTD | +5.8% | -16.4% | +22.2% | +9.4% |
| 1Y | +38.7% | -33.1% | +71.7% | +62.0% |
| 3Y | +175.8% | +0.6% | +175.2% | +121.9% |
| All | +104.9% | -25.3% | +130.1% | +109.0% |
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