+816.1%
XLB vs ALK
+309.4%
+506.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.5% | +9.0% | -10.5% | -3.6% |
| 30D | +6.1% | -1.6% | +7.7% | +6.2% |
| 3M | 0.0% | -23.2% | +23.2% | +6.0% |
| 6M | 0.0% | -3.9% | +3.8% | -0.5% |
| YTD | +16.0% | -22.6% | +38.6% | +20.2% |
| 1Y | +24.7% | -5.3% | +30.1% | +22.6% |
| 3Y | +40.4% | +18.6% | +21.8% | +24.9% |
| 5Y | +30.7% | -34.4% | +65.0% | +32.2% |
| 10Y | +173.3% | -40.8% | +214.1% | +159.5% |
| All | +816.1% | +309.4% | +506.8% | +292.3% |
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 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