+773.1%
EXPE vs ALK
+403.6%
+369.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.2% | -10.5% | -12.5% |
| 7D | -3.6% | +7.1% | -10.7% | -5.9% |
| 30D | +4.8% | -3.0% | +7.8% | +6.2% |
| 3M | -14.6% | -25.6% | +11.0% | -4.1% |
| 6M | +10.0% | +0.5% | +9.5% | +8.4% |
| YTD | -3.3% | -23.1% | +19.8% | +3.1% |
| 1Y | +28.4% | -7.5% | +35.9% | +27.1% |
| 3Y | +145.1% | +15.3% | +129.8% | +112.0% |
| 5Y | +51.6% | -34.8% | +86.4% | +65.9% |
| 10Y | +128.8% | -41.2% | +170.0% | +138.9% |
| All | +773.1% | +403.6% | +369.5% | +315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling