-33.4%
XYL vs ALK
-4.9%
-28.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.6% | +0.1% |
| 7D | +2.1% | +8.9% | -6.8% | +0.3% |
| 30D | -3.4% | +5.9% | -9.3% | -4.7% |
| 3M | -17.2% | -16.5% | -0.7% | -14.6% |
| 6M | -12.0% | +2.1% | -14.2% | -13.3% |
| YTD | -26.3% | -17.1% | -9.2% | -25.2% |
| All | -33.4% | -4.9% | -28.5% | -35.1% |
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