+1,127.6%
XLY vs ALK
+341.9%
+785.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.7% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -3.1% | -19.2% | +16.1% | +2.4% |
| 3M | -1.8% | -1.5% | -0.3% | -2.3% |
| 6M | -0.9% | -13.1% | +12.2% | +1.0% |
| YTD | -3.4% | -16.4% | +13.0% | -1.1% |
| 1Y | -1.5% | -33.1% | +31.6% | +6.4% |
| 3Y | +38.8% | +0.6% | +38.2% | +29.1% |
| 5Y | +30.5% | -26.4% | +56.9% | +30.2% |
| 10Y | +215.3% | -34.2% | +249.4% | +192.8% |
| All | +1,127.6% | +341.9% | +785.6% | +375.8% |
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