-25.6%
ELAN vs ALK
-43.2%
+17.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.6% |
| 7D | +4.0% | -1.2% | +5.2% | +4.4% |
| 30D | +18.8% | +7.7% | +11.1% | +15.4% |
| 3M | +19.0% | -19.0% | +38.0% | +27.0% |
| 6M | +22.8% | -0.2% | +23.1% | +20.8% |
| YTD | +18.3% | -23.5% | +41.8% | +25.6% |
| 1Y | +21.8% | -9.1% | +30.9% | +21.3% |
| 3Y | +153.8% | +12.0% | +141.8% | +117.5% |
| 5Y | -18.9% | -30.9% | +11.9% | -18.7% |
| All | -25.6% | -43.2% | +17.6% | -31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling