-1.7%
XLC vs ALK
-10.2%
+8.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.2% |
| 7D | +3.7% | -1.2% | +4.9% | +3.8% |
| 30D | -1.9% | +7.7% | -9.6% | -2.8% |
| 3M | -3.1% | -19.0% | +15.9% | -1.3% |
| 6M | -6.4% | -0.2% | -6.2% | -6.8% |
| YTD | -6.8% | -23.5% | +16.7% | -6.9% |
| 1Y | -1.7% | -9.1% | +7.4% | -4.5% |
| All | -1.7% | -10.2% | +8.5% | -4.5% |
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