+422.3%
XLF vs ALK
+341.9%
+80.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | +0.2% | -19.2% | +19.4% | +7.1% |
| 3M | +11.7% | -1.5% | +13.2% | +10.8% |
| 6M | +13.8% | -13.1% | +26.8% | +15.6% |
| YTD | +7.0% | -16.4% | +23.4% | +9.4% |
| 1Y | +9.1% | -33.1% | +42.2% | +19.1% |
| 3Y | +75.6% | +0.6% | +75.0% | +57.4% |
| 5Y | +66.4% | -26.4% | +92.8% | +61.2% |
| 10Y | +250.3% | -34.2% | +284.4% | +215.7% |
| All | +422.3% | +341.9% | +80.3% | +62.4% |
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