+1,033.0%
XLI vs ALK
+309.4%
+723.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.8% | +9.0% | -11.9% | -5.2% |
| 30D | -3.1% | -1.6% | -1.4% | -3.0% |
| 3M | -11.7% | -23.2% | +11.5% | -6.2% |
| 6M | -7.6% | -3.9% | -3.7% | -8.0% |
| YTD | +5.7% | -22.6% | +28.3% | +9.8% |
| 1Y | +7.8% | -5.3% | +13.1% | +6.0% |
| 3Y | +67.4% | +18.6% | +48.8% | +48.2% |
| 5Y | +64.8% | -34.4% | +99.2% | +66.8% |
| 10Y | +241.2% | -40.8% | +282.0% | +225.4% |
| All | +1,033.0% | +309.4% | +723.6% | +375.5% |
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 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