+328.8%
ELF vs ALK
-36.3%
+365.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.8% | -6.8% | -1.0% |
| 7D | -1.5% | +12.4% | -14.0% | -5.6% |
| 30D | +9.5% | +2.1% | +7.5% | +8.3% |
| 3M | +29.4% | -23.9% | +53.2% | +40.4% |
| 6M | +83.7% | +8.2% | +75.5% | +75.7% |
| YTD | +49.4% | -20.5% | +69.9% | +56.3% |
| 1Y | -3.9% | -1.0% | -2.9% | -6.7% |
| 3Y | +18.2% | +19.2% | -1.0% | -0.2% |
| 5Y | +276.1% | -28.2% | +304.4% | +273.4% |
| 10Y | +332.4% | -39.2% | +371.6% | +296.0% |
| All | +328.8% | -36.3% | +365.1% | +297.4% |
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