+104.0%
EMR vs ALK
+22.2%
+81.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.7% | +12.9% | -12.3% | -3.0% |
| 30D | +3.5% | +5.5% | -2.0% | +1.5% |
| 3M | +5.9% | -12.1% | +18.0% | +9.6% |
| 6M | +19.4% | +1.7% | +17.7% | +17.3% |
| YTD | +27.7% | -17.4% | +45.1% | +31.8% |
| 1Y | +30.9% | -1.9% | +32.8% | +28.5% |
| All | +104.0% | +22.2% | +81.8% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling