+1,034.1%
XLV vs ALK
+304.5%
+729.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +2.2% | -1.2% | +3.4% | +2.3% |
| 30D | +8.6% | +7.7% | +0.9% | +7.1% |
| 3M | +12.6% | -19.0% | +31.6% | +15.9% |
| 6M | +29.8% | -0.2% | +30.0% | +28.3% |
| YTD | +23.5% | -23.5% | +47.0% | +26.3% |
| 1Y | +25.7% | -9.1% | +34.8% | +24.8% |
| 3Y | +56.3% | +12.0% | +44.3% | +45.0% |
| 5Y | +53.1% | -30.9% | +83.9% | +51.1% |
| 10Y | +216.7% | -45.6% | +262.3% | +201.9% |
| All | +1,034.1% | +304.5% | +729.5% | +501.0% |
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