+111.4%
XLK vs ALK
-31.3%
+142.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | +3.4% | -1.2% | +4.5% | +3.6% |
| 30D | -10.6% | +7.7% | -18.3% | -12.7% |
| 3M | -10.6% | -19.0% | +8.4% | -6.0% |
| 6M | -3.5% | -0.2% | -3.3% | -5.1% |
| YTD | +18.7% | -23.5% | +42.2% | +23.9% |
| 1Y | +19.4% | -9.1% | +28.6% | +18.2% |
| 3Y | +94.5% | +12.0% | +82.4% | +65.4% |
| All | +111.4% | -31.3% | +142.8% | +111.2% |
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