+215.2%
XLY vs ALK
-35.7%
+250.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.2% |
| 7D | -1.7% | -2.1% | +0.4% | -1.1% |
| 30D | -4.2% | -13.1% | +8.9% | -0.5% |
| 3M | -2.7% | -11.8% | +9.1% | +0.2% |
| 6M | -0.6% | -0.4% | -0.3% | -2.4% |
| YTD | -5.0% | -18.2% | +13.1% | -2.2% |
| 1Y | -4.1% | -35.5% | +31.5% | +5.2% |
| 3Y | +33.6% | +1.8% | +31.8% | +22.5% |
| 5Y | +28.7% | -26.6% | +55.3% | +27.5% |
| All | +215.2% | -35.7% | +250.9% | +186.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling