-31.4%
EFX vs ALK
-35.5%
+4.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.7% |
| 7D | -7.8% | +0.1% | -8.0% | -7.9% |
| 30D | -5.7% | -18.5% | +12.7% | -3.3% |
| 3M | +2.5% | -3.6% | +6.1% | +2.5% |
| 6M | -16.7% | -3.7% | -13.0% | -17.2% |
| YTD | -20.2% | -19.0% | -1.2% | -19.4% |
| 1Y | -31.4% | -36.0% | +4.7% | -31.8% |
| All | -31.4% | -35.5% | +4.1% | -31.8% |
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