-36.4%
XYL vs ALK
-7.4%
-29.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.2% |
| 7D | -6.0% | +0.9% | -6.9% | -6.2% |
| 30D | -8.3% | +3.3% | -11.6% | -9.1% |
| 3M | -22.6% | -17.6% | -5.0% | -20.0% |
| 6M | -15.0% | +0.8% | -15.9% | -16.0% |
| YTD | -30.2% | -22.4% | -7.8% | -28.3% |
| 1Y | -36.4% | -10.1% | -26.3% | -37.0% |
| All | -36.4% | -7.4% | -29.0% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling