-36.5%
ELAN vs ALK
-40.8%
+4.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -6.4% | -3.1% | -3.3% | -5.4% |
| 30D | +0.6% | -17.1% | +17.7% | +7.1% |
| 3M | 0.0% | -3.8% | +3.7% | +0.2% |
| 6M | -3.4% | -5.3% | +1.8% | -3.1% |
| YTD | +1.0% | -20.3% | +21.3% | +6.3% |
| 1Y | +24.7% | -36.0% | +60.7% | +40.2% |
| 3Y | +97.2% | +0.8% | +96.5% | +77.5% |
| 5Y | -31.5% | -28.5% | -3.0% | -32.0% |
| All | -36.5% | -40.8% | +4.3% | -41.7% |
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 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