+29.5%
XLB vs ALK
-1.1%
+30.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.8% | -6.3% | +1.0% |
| 7D | +3.9% | +12.4% | -8.5% | +1.8% |
| 30D | +8.9% | +2.1% | +6.8% | +8.3% |
| 3M | +4.1% | -23.9% | +28.0% | +8.7% |
| 6M | +7.3% | +8.2% | -0.9% | +4.9% |
| YTD | +20.4% | -20.5% | +40.9% | +22.0% |
| 1Y | +29.5% | -1.0% | +30.6% | +24.3% |
| All | +29.5% | -1.1% | +30.6% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling