+1,643.6%
EL vs ALK
+935.4%
+708.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -3.2% |
| 7D | -1.1% | +7.1% | -8.1% | -2.7% |
| 30D | +15.3% | -3.0% | +18.3% | +15.8% |
| 3M | +24.2% | -25.6% | +49.9% | +32.0% |
| 6M | +30.9% | +0.5% | +30.4% | +29.3% |
| YTD | +3.9% | -23.1% | +26.9% | +8.0% |
| 1Y | +19.9% | -7.5% | +27.4% | +19.5% |
| 3Y | +2.5% | +15.3% | -12.8% | -4.6% |
| 5Y | -66.7% | -34.8% | -31.9% | -65.4% |
| 10Y | +54.9% | -41.2% | +96.0% | +52.2% |
| All | +1,643.6% | +935.4% | +708.2% | +799.7% |
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