-3.7%
XLC vs ALK
-3.2%
-0.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +3.5% | +2.6% | +0.9% | +3.1% |
| 30D | -2.6% | +7.8% | -10.4% | -3.5% |
| 3M | -2.1% | -15.2% | +13.1% | -0.8% |
| 6M | -5.5% | +5.0% | -10.5% | -6.5% |
| YTD | -6.9% | -18.4% | +11.5% | -7.7% |
| 1Y | -3.7% | -2.4% | -1.3% | -7.4% |
| All | -3.7% | -3.2% | -0.5% | -7.4% |
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