+279.0%
EMR vs ALK
-45.9%
+324.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.2% |
| 7D | +2.5% | -1.2% | +3.7% | +2.8% |
| 30D | +3.3% | +7.7% | -4.4% | +0.2% |
| 3M | +1.7% | -19.0% | +20.7% | +8.4% |
| 6M | +21.7% | -0.2% | +21.9% | +19.6% |
| YTD | +26.8% | -23.5% | +50.3% | +35.0% |
| 1Y | +31.6% | -9.1% | +40.7% | +31.7% |
| 3Y | +102.5% | +12.0% | +90.5% | +77.2% |
| 5Y | +87.5% | -30.9% | +118.4% | +89.0% |
| All | +279.0% | -45.9% | +324.9% | +256.6% |
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