+2,511.7%
ED vs ALK
+765.2%
+1,746.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.2% | +1.2% |
| 7D | +5.2% | +7.1% | -1.9% | +4.5% |
| 30D | +15.5% | -3.0% | +18.5% | +15.7% |
| 3M | +13.0% | -25.6% | +38.7% | +15.6% |
| 6M | +13.1% | +0.5% | +12.6% | +12.4% |
| YTD | +25.3% | -23.1% | +48.3% | +26.6% |
| 1Y | +30.5% | -7.5% | +38.1% | +29.7% |
| 3Y | +49.3% | +15.3% | +34.0% | +42.3% |
| 5Y | +84.6% | -34.8% | +119.4% | +83.3% |
| 10Y | +135.4% | -41.2% | +176.6% | +125.4% |
| All | +2,511.7% | +765.2% | +1,746.5% | +1,604.1% |
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