+7.5%
EFX vs ALK
+16.0%
-8.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +2.7% | +9.0% | -6.3% | +0.9% |
| 30D | +33.1% | -1.6% | +34.8% | +33.2% |
| 3M | +8.2% | -23.2% | +31.3% | +13.0% |
| 6M | +10.2% | -3.9% | +14.0% | +9.4% |
| YTD | -11.8% | -22.6% | +10.8% | -9.5% |
| 1Y | -6.1% | -5.3% | -0.8% | -7.9% |
| 3Y | +7.5% | +18.6% | -11.1% | -0.6% |
| All | +7.5% | +16.0% | -8.5% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling