+36.2%
EMB vs ALK
-45.9%
+82.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | -0.1% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | +0.4% | +7.7% | -7.3% | -0.5% |
| 3M | -3.1% | -19.0% | +15.9% | -1.5% |
| 6M | -2.1% | -0.2% | -1.9% | -2.6% |
| YTD | -1.1% | -23.5% | +22.4% | +0.2% |
| 1Y | -0.1% | -9.1% | +9.1% | -0.5% |
| 3Y | +29.6% | +12.0% | +17.6% | +23.4% |
| 5Y | +7.2% | -30.9% | +38.0% | +6.0% |
| All | +36.2% | -45.9% | +82.1% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling