-63.9%
XYZ vs ALK
-34.8%
-29.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | +12.1% | +9.0% | +3.1% | +7.0% |
| 30D | +12.4% | -1.6% | +14.0% | +13.3% |
| 3M | +8.2% | -23.2% | +31.4% | +24.7% |
| 6M | +20.7% | -3.9% | +24.6% | +20.0% |
| YTD | +31.3% | -22.6% | +53.9% | +42.7% |
| 1Y | +20.5% | -5.3% | +25.8% | +13.2% |
| 3Y | +72.6% | +18.6% | +54.0% | +8.2% |
| All | -63.9% | -34.8% | -29.1% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling