-31.9%
ELAN vs ALK
-38.0%
+6.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | -6.6% | -19.2% | +12.7% | +0.4% |
| 3M | -0.8% | -1.5% | +0.7% | -1.4% |
| 6M | +0.2% | -13.1% | +13.3% | +3.3% |
| YTD | +8.3% | -16.4% | +24.7% | +12.1% |
| 1Y | +40.2% | -33.1% | +73.3% | +55.3% |
| 3Y | +97.7% | +0.6% | +97.1% | +78.3% |
| 5Y | -28.3% | -26.4% | -1.9% | -29.5% |
| All | -31.9% | -38.0% | +6.0% | -38.6% |
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