+6,459.5%
EFX vs ALK
+839.9%
+5,619.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.7% |
| 7D | -8.6% | -0.7% | -8.0% | -8.5% |
| 30D | +0.1% | -19.2% | +19.3% | +4.5% |
| 3M | +3.8% | -1.5% | +5.4% | +3.3% |
| 6M | -13.5% | -13.1% | -0.5% | -12.4% |
| YTD | -17.7% | -16.4% | -1.2% | -16.3% |
| 1Y | -25.6% | -33.1% | +7.5% | -21.1% |
| 3Y | -12.1% | +0.6% | -12.7% | -17.3% |
| 5Y | -33.8% | -26.4% | -7.4% | -34.4% |
| 10Y | +45.1% | -34.2% | +79.3% | +35.3% |
| All | +6,459.5% | +839.9% | +5,619.6% | +2,779.6% |
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 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