+24.6%
ELF vs ALK
+23.9%
+0.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.3% | +12.9% | -6.7% | +2.9% |
| 30D | +8.5% | +5.5% | +3.0% | +6.6% |
| 3M | +24.4% | -12.1% | +36.5% | +28.0% |
| 6M | +94.7% | +1.7% | +93.0% | +91.9% |
| YTD | +55.9% | -17.4% | +73.3% | +59.9% |
| 1Y | +48.4% | -1.9% | +50.4% | +45.7% |
| 3Y | +24.6% | +21.2% | +3.4% | +14.2% |
| All | +24.6% | +23.9% | +0.7% | +14.2% |
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 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