+1,472.6%
XLK vs ALK
+341.9%
+1,130.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | +0.9% | -0.7% | +1.5% | +1.0% |
| 30D | +0.7% | -19.2% | +20.0% | +5.9% |
| 3M | -2.9% | -1.5% | -1.4% | -3.3% |
| 6M | +34.3% | -13.1% | +47.3% | +36.5% |
| YTD | +30.4% | -16.4% | +46.8% | +33.3% |
| 1Y | +43.4% | -33.1% | +76.4% | +53.8% |
| 3Y | +116.8% | +0.6% | +116.2% | +102.5% |
| 5Y | +144.0% | -26.4% | +170.4% | +142.1% |
| 10Y | +778.8% | -34.2% | +812.9% | +711.4% |
| All | +1,472.6% | +341.9% | +1,130.6% | +520.1% |
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