+432.8%
XYL vs ALK
+201.8%
+231.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.5% |
| 7D | -5.0% | -0.7% | -4.4% | -4.9% |
| 30D | -13.2% | -19.2% | +6.0% | -8.1% |
| 3M | -3.7% | -1.5% | -2.2% | -4.1% |
| 6M | -17.7% | -13.1% | -4.6% | -16.1% |
| YTD | -21.5% | -16.4% | -5.1% | -19.6% |
| 1Y | -24.5% | -33.1% | +8.6% | -18.2% |
| 3Y | +6.9% | +0.6% | +6.3% | -2.4% |
| 5Y | -18.1% | -26.4% | +8.3% | -19.9% |
| 10Y | +134.7% | -34.2% | +168.9% | +110.0% |
| All | +432.8% | +201.8% | +231.0% | +199.9% |
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