+855.0%
EXPE vs ALK
+447.1%
+407.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.3% |
| 7D | -9.5% | -0.7% | -8.9% | -9.3% |
| 30D | -6.6% | -19.2% | +12.6% | +1.3% |
| 3M | +31.4% | -1.5% | +32.9% | +30.9% |
| 6M | +35.2% | -13.1% | +48.2% | +38.5% |
| YTD | +5.8% | -16.4% | +22.2% | +9.0% |
| 1Y | +38.7% | -33.1% | +71.7% | +55.1% |
| 3Y | +175.8% | +0.6% | +175.2% | +151.6% |
| 5Y | +111.8% | -26.4% | +138.2% | +121.0% |
| 10Y | +179.7% | -34.2% | +213.9% | +179.5% |
| All | +855.0% | +447.1% | +407.9% | +338.6% |
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