-31.3%
EFX vs ALK
-34.8%
+3.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | +2.7% | +9.0% | -6.3% | +0.3% |
| 30D | +33.1% | -1.6% | +34.8% | +33.3% |
| 3M | +8.2% | -23.2% | +31.3% | +15.1% |
| 6M | +10.2% | -3.9% | +14.0% | +9.2% |
| YTD | -11.8% | -22.6% | +10.8% | -8.6% |
| 1Y | -6.1% | -5.3% | -0.8% | -8.7% |
| 3Y | +7.5% | +18.6% | -11.1% | -12.2% |
| All | -31.3% | -34.8% | +3.5% | -32.1% |
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 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