+27.6%
XLY vs ALK
-31.3%
+58.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -3.9% | -3.1% | -0.7% | -2.9% |
| 30D | -6.1% | -17.1% | +11.0% | -0.6% |
| 3M | -1.2% | -3.8% | +2.6% | -1.0% |
| 6M | -1.8% | -5.3% | +3.5% | -2.3% |
| YTD | -5.9% | -20.3% | +14.4% | -2.1% |
| 1Y | -3.1% | -36.0% | +32.9% | +7.9% |
| 3Y | +36.0% | +0.8% | +35.2% | +19.8% |
| 5Y | +27.6% | -28.5% | +56.1% | +24.3% |
| All | +27.6% | -31.3% | +58.8% | +24.3% |
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