+23.7%
ED vs ALK
-3.2%
+26.9%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | -0.1% |
| 7D | -0.9% | +2.6% | -3.5% | -0.9% |
| 30D | +11.2% | +7.8% | +3.4% | +11.1% |
| 3M | +11.8% | -15.2% | +27.0% | +10.6% |
| 6M | +14.1% | +5.0% | +9.0% | +14.6% |
| YTD | +23.0% | -18.4% | +41.4% | +21.3% |
| 1Y | +23.7% | -2.4% | +26.1% | +23.4% |
| All | +23.7% | -3.2% | +26.9% | +23.4% |
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