+127.5%
XLC vs ALK
-35.1%
+162.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +4.9% | +9.0% | -4.2% | +2.8% |
| 30D | -5.8% | -1.6% | -4.2% | -5.7% |
| 3M | -5.4% | -23.2% | +17.7% | -0.3% |
| 6M | -10.2% | -3.9% | -6.3% | -10.7% |
| YTD | -10.2% | -22.6% | +12.4% | -7.5% |
| 1Y | -5.6% | -5.3% | -0.3% | -7.7% |
| 3Y | +61.0% | +18.6% | +42.4% | +42.1% |
| 5Y | +35.2% | -34.4% | +69.6% | +35.4% |
| All | +127.5% | -35.1% | +162.6% | +121.8% |
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