+2,419.4%
ELV vs ALK
+682.4%
+1,736.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | +3.3% | -0.7% | +4.0% | +3.4% |
| 30D | +4.2% | -19.2% | +23.4% | +8.1% |
| 3M | -0.1% | -1.5% | +1.5% | -0.6% |
| 6M | +41.3% | -13.1% | +54.3% | +42.4% |
| YTD | +17.4% | -16.4% | +33.9% | +18.6% |
| 1Y | +35.1% | -33.1% | +68.1% | +41.6% |
| 3Y | -3.2% | +0.6% | -3.9% | -10.2% |
| 5Y | +15.6% | -26.4% | +42.0% | +11.6% |
| 10Y | +276.8% | -34.2% | +310.9% | +243.1% |
| All | +2,419.4% | +682.4% | +1,736.9% | +1,161.4% |
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