+16.4%
EMR vs ALK
-35.5%
+51.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.6% |
| 7D | +3.1% | +0.1% | +2.9% | +3.0% |
| 30D | -3.5% | -18.5% | +14.9% | +3.2% |
| 3M | +9.8% | -3.6% | +13.3% | +10.3% |
| 6M | +10.8% | -3.7% | +14.5% | +9.6% |
| YTD | +15.9% | -19.0% | +34.9% | +20.9% |
| 1Y | +16.4% | -36.0% | +52.5% | +32.1% |
| All | +16.4% | -35.5% | +51.9% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling