+49,049.9%
EME vs ALK
+1,084.3%
+47,965.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -10.5% | +9.0% | -19.5% | -13.0% |
| 30D | -22.4% | -1.6% | -20.8% | -22.6% |
| 3M | -24.7% | -23.2% | -1.5% | -19.8% |
| 6M | -35.5% | -3.9% | -31.6% | -35.9% |
| YTD | -0.3% | -22.6% | +22.3% | +3.8% |
| 1Y | -6.7% | -5.3% | -1.4% | -8.3% |
| 3Y | +190.6% | +18.6% | +172.1% | +156.9% |
| 5Y | +367.3% | -34.4% | +401.7% | +375.6% |
| 10Y | +954.5% | -40.8% | +995.2% | +925.3% |
| All | +49,049.9% | +1,084.3% | +47,965.6% | +21,230.7% |
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