-3.9%
ELF vs ALK
-1.1%
-2.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.8% | -6.8% | -0.8% |
| 7D | -1.5% | +12.4% | -14.0% | -5.3% |
| 30D | +9.5% | +2.1% | +7.5% | +8.5% |
| 3M | +29.4% | -23.9% | +53.2% | +40.7% |
| 6M | +83.7% | +8.2% | +75.5% | +76.4% |
| YTD | +49.4% | -20.5% | +69.9% | +54.5% |
| 1Y | -3.9% | -1.0% | -2.9% | -20.2% |
| All | -3.9% | -1.1% | -2.9% | -20.2% |
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 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