+2,497.1%
ELV vs ALK
+676.1%
+1,821.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.8% | -3.0% |
| 7D | +1.1% | +8.9% | -7.8% | -0.5% |
| 30D | +1.3% | +5.9% | -4.6% | 0.0% |
| 3M | +6.6% | -16.5% | +23.1% | +9.5% |
| 6M | +11.6% | +2.1% | +9.5% | +9.5% |
| YTD | +21.1% | -17.1% | +38.2% | +21.9% |
| 1Y | +34.2% | -2.9% | +37.1% | +31.0% |
| 3Y | -2.9% | +24.5% | -27.4% | -13.9% |
| 5Y | +4.6% | -29.1% | +33.7% | +1.5% |
| 10Y | +272.8% | -39.1% | +312.0% | +243.3% |
| All | +2,497.1% | +676.1% | +1,821.0% | +1,197.1% |
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