+24.7%
ELAN vs ALK
-35.4%
+60.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -6.4% | -3.1% | -3.3% | -5.6% |
| 30D | +0.6% | -17.1% | +17.7% | +5.5% |
| 3M | 0.0% | -3.8% | +3.7% | -0.2% |
| 6M | -3.4% | -5.3% | +1.8% | -4.6% |
| YTD | +1.0% | -20.3% | +21.3% | +0.8% |
| 1Y | +24.7% | -36.0% | +60.7% | +21.8% |
| All | +24.7% | -35.4% | +60.1% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling