+533.2%
XYZ vs ALK
-42.1%
+575.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.4% |
| 7D | -1.0% | -0.7% | -0.3% | -0.6% |
| 30D | -1.7% | -19.2% | +17.5% | +7.7% |
| 3M | +16.7% | -1.5% | +18.3% | +16.1% |
| 6M | +26.9% | -13.1% | +39.9% | +31.1% |
| YTD | +27.1% | -16.4% | +43.6% | +32.1% |
| 1Y | +9.3% | -33.1% | +42.3% | +24.2% |
| 3Y | +42.3% | +0.6% | +41.7% | +27.1% |
| 5Y | -69.3% | -26.4% | -42.9% | -68.1% |
| 10Y | +586.8% | -34.2% | +621.0% | +531.3% |
| All | +533.2% | -42.1% | +575.3% | +492.3% |
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 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