-29.8%
ELAN vs ALK
-28.1%
-1.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.4% |
| 7D | -4.6% | -3.0% | -1.6% | -3.6% |
| 30D | +5.7% | -14.6% | +20.3% | +11.4% |
| 3M | -3.9% | -10.6% | +6.7% | -1.1% |
| 6M | -1.6% | -6.7% | +5.1% | -1.0% |
| YTD | +4.1% | -19.8% | +23.8% | +9.0% |
| 1Y | +25.5% | -35.2% | +60.7% | +40.8% |
| 3Y | +103.2% | +1.4% | +101.8% | +76.2% |
| 5Y | -29.8% | -30.7% | +0.9% | -33.5% |
| All | -29.8% | -28.1% | -1.7% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling