+35.8%
XYZ vs ALK
-10.2%
+46.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.3% |
| 7D | -1.1% | -1.2% | +0.1% | -0.7% |
| 30D | +11.5% | +7.7% | +3.8% | +9.2% |
| 3M | +1.8% | -19.0% | +20.8% | +7.5% |
| 6M | +21.2% | -0.2% | +21.4% | +21.5% |
| YTD | +29.9% | -23.5% | +53.4% | +31.1% |
| 1Y | +35.8% | -9.1% | +44.9% | +30.7% |
| All | +35.8% | -10.2% | +46.0% | +30.7% |
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