+121.8%
XLK vs ALK
+1.7%
+120.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -0.1% | -18.5% | +18.4% | +4.3% |
| 3M | +2.1% | -3.6% | +5.7% | +2.3% |
| 6M | +37.2% | -3.7% | +40.9% | +36.2% |
| YTD | +30.8% | -19.0% | +49.8% | +34.2% |
| 1Y | +42.6% | -36.0% | +78.7% | +53.6% |
| 3Y | +121.8% | +2.3% | +119.5% | +109.9% |
| All | +121.8% | +1.7% | +120.1% | +109.9% |
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