+81.2%
XLF vs ALK
+21.9%
+59.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.6% | +0.2% |
| 7D | +0.7% | +8.9% | -8.2% | -0.9% |
| 30D | +6.0% | +5.9% | 0.0% | +4.6% |
| 3M | +1.0% | -16.5% | +17.6% | +3.9% |
| 6M | +14.0% | +2.1% | +11.9% | +12.1% |
| YTD | +7.2% | -17.1% | +24.3% | +8.8% |
| 1Y | +11.6% | -2.9% | +14.5% | +9.5% |
| 3Y | +81.2% | +24.5% | +56.7% | +70.1% |
| All | +81.2% | +21.9% | +59.3% | +70.1% |
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