+3,912.1%
EMR vs ALK
+839.9%
+3,072.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | -1.5% | -0.7% | -0.9% | -1.3% |
| 30D | -5.6% | -19.2% | +13.6% | -0.6% |
| 3M | +7.9% | -1.5% | +9.5% | +7.8% |
| 6M | +6.0% | -13.1% | +19.1% | +8.5% |
| YTD | +16.4% | -16.4% | +32.9% | +20.0% |
| 1Y | +16.6% | -33.1% | +49.7% | +26.2% |
| 3Y | +62.9% | +0.6% | +62.2% | +54.7% |
| 5Y | +60.1% | -26.4% | +86.5% | +60.6% |
| 10Y | +268.8% | -34.2% | +302.9% | +255.2% |
| All | +3,912.1% | +839.9% | +3,072.2% | +1,618.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling