+30.1%
XYZ vs ALK
-3.2%
+33.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -2.2% | +2.6% | -4.8% | -3.0% |
| 30D | +11.6% | +7.8% | +3.8% | +8.8% |
| 3M | +8.4% | -15.2% | +23.6% | +12.7% |
| 6M | +17.2% | +5.0% | +12.1% | +15.2% |
| YTD | +31.7% | -18.4% | +50.1% | +30.1% |
| 1Y | +30.1% | -2.4% | +32.5% | +19.3% |
| All | +30.1% | -3.2% | +33.3% | +19.3% |
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