+83.4%
EMR vs ALK
-34.8%
+118.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -1.6% | +9.0% | -10.6% | -4.3% |
| 30D | +2.0% | -1.6% | +3.6% | +2.1% |
| 3M | +3.8% | -23.2% | +27.0% | +12.0% |
| 6M | +10.5% | -3.9% | +14.4% | +10.3% |
| YTD | +23.7% | -22.6% | +46.3% | +30.5% |
| 1Y | +25.4% | -5.3% | +30.7% | +24.2% |
| 3Y | +86.6% | +18.6% | +68.0% | +63.2% |
| All | +83.4% | -34.8% | +118.1% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling