+40.7%
XLC vs ALK
-31.3%
+72.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.4% |
| 7D | +3.7% | -1.2% | +4.9% | +3.9% |
| 30D | -1.9% | +7.7% | -9.6% | -3.8% |
| 3M | -3.1% | -19.0% | +15.9% | +1.0% |
| 6M | -6.4% | -0.2% | -6.2% | -7.9% |
| YTD | -6.8% | -23.5% | +16.7% | -3.8% |
| 1Y | -1.7% | -9.1% | +7.4% | -3.4% |
| 3Y | +64.7% | +12.0% | +52.7% | +39.8% |
| All | +40.7% | -31.3% | +72.0% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling