+70.3%
ED vs ALK
-25.3%
+95.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.4% |
| 7D | -0.2% | -0.7% | +0.5% | -0.2% |
| 30D | -0.1% | -19.2% | +19.1% | +0.1% |
| 3M | +3.9% | -1.5% | +5.5% | +3.9% |
| 6M | -3.0% | -13.1% | +10.0% | -2.8% |
| YTD | +10.7% | -16.4% | +27.1% | +10.9% |
| 1Y | +13.3% | -33.1% | +46.4% | +14.4% |
| 3Y | +34.5% | +0.6% | +33.9% | +30.5% |
| All | +70.3% | -25.3% | +95.6% | +66.2% |
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