+543.0%
XYZ vs ALK
-46.7%
+589.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -2.7% |
| 7D | +9.2% | +7.1% | +2.2% | +6.2% |
| 30D | +9.8% | -3.0% | +12.8% | +11.2% |
| 3M | -0.2% | -25.6% | +25.5% | +13.3% |
| 6M | +18.0% | +0.5% | +17.5% | +15.6% |
| YTD | +29.1% | -23.1% | +52.2% | +39.0% |
| 1Y | +14.1% | -7.5% | +21.7% | +12.0% |
| 3Y | +72.6% | +15.3% | +57.3% | +43.9% |
| 5Y | -64.6% | -34.8% | -29.8% | -61.2% |
| 10Y | +590.0% | -41.2% | +631.1% | +569.5% |
| All | +543.0% | -46.7% | +589.7% | +523.1% |
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