+393.1%
XYL vs ALK
+179.5%
+213.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | +5.9% | +9.0% | -3.2% | +3.4% |
| 30D | -3.9% | -1.6% | -2.3% | -3.8% |
| 3M | -18.7% | -23.2% | +4.5% | -13.1% |
| 6M | -16.9% | -3.9% | -13.0% | -17.3% |
| YTD | -27.4% | -22.6% | -4.8% | -24.4% |
| 1Y | -34.0% | -5.3% | -28.7% | -35.4% |
| 3Y | +5.6% | +18.6% | -13.0% | -9.1% |
| 5Y | -20.6% | -34.4% | +13.8% | -19.9% |
| 10Y | +133.4% | -40.8% | +174.2% | +113.9% |
| All | +393.1% | +179.5% | +213.6% | +182.1% |
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 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