+78.0%
XLF vs ALK
+4.2%
+73.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | +0.2% | -19.2% | +19.4% | +4.0% |
| 3M | +11.7% | -1.5% | +13.2% | +11.2% |
| 6M | +13.8% | -13.1% | +26.8% | +15.1% |
| YTD | +7.0% | -16.4% | +23.4% | +8.8% |
| 1Y | +9.1% | -33.1% | +42.2% | +15.6% |
| All | +78.0% | +4.2% | +73.8% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling