+8.0%
ELF vs ALK
+15.2%
-7.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.5% |
| 7D | -2.7% | +7.1% | -9.8% | -4.6% |
| 30D | +6.9% | -3.0% | +9.9% | +7.4% |
| 3M | +27.2% | -25.6% | +52.8% | +36.5% |
| 6M | +84.9% | +0.5% | +84.4% | +82.9% |
| YTD | +44.5% | -23.1% | +67.5% | +50.9% |
| 1Y | -6.8% | -7.5% | +0.8% | -6.8% |
| All | +8.0% | +15.2% | -7.2% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling