+65.5%
XLF vs ALK
-28.9%
+94.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -0.5% | -18.5% | +17.9% | +4.2% |
| 3M | +10.6% | -3.6% | +14.2% | +10.5% |
| 6M | +14.3% | -3.7% | +18.0% | +13.0% |
| YTD | +5.5% | -19.0% | +24.5% | +8.5% |
| 1Y | +9.6% | -36.0% | +45.6% | +19.4% |
| 3Y | +75.2% | +2.3% | +72.8% | +57.8% |
| 5Y | +65.5% | -27.8% | +93.3% | +61.5% |
| All | +65.5% | -28.9% | +94.4% | +61.5% |
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 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