+146.6%
XLK vs ALK
-28.1%
+174.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +2.3% | -3.0% | +5.3% | +3.1% |
| 30D | +0.8% | -14.6% | +15.4% | +5.0% |
| 3M | +4.1% | -10.6% | +14.6% | +6.4% |
| 6M | +34.8% | -6.7% | +41.5% | +34.7% |
| YTD | +30.8% | -19.8% | +50.6% | +35.4% |
| 1Y | +42.4% | -35.2% | +77.6% | +55.8% |
| 3Y | +121.8% | +1.4% | +120.4% | +99.3% |
| 5Y | +146.6% | -30.7% | +177.3% | +143.5% |
| All | +146.6% | -28.1% | +174.7% | +143.5% |
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