+280.6%
EMR vs ALK
-41.4%
+322.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -2.0% | +2.6% | -4.6% | -2.8% |
| 30D | +2.8% | +7.8% | -5.0% | -0.2% |
| 3M | +2.0% | -15.2% | +17.2% | +7.2% |
| 6M | +20.7% | +5.0% | +15.7% | +16.7% |
| YTD | +27.3% | -18.4% | +45.7% | +32.7% |
| 1Y | +31.0% | -2.4% | +33.4% | +28.0% |
| 3Y | +103.6% | +19.8% | +83.8% | +74.2% |
| 5Y | +88.6% | -27.8% | +116.3% | +87.4% |
| 10Y | +280.6% | -42.0% | +322.6% | +250.5% |
| All | +280.6% | -41.4% | +322.0% | +250.5% |
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