+9.4%
ENB vs ALK
-1.1%
+10.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -0.1% |
| 7D | +0.5% | +12.4% | -11.9% | +0.8% |
| 30D | +6.0% | +2.1% | +3.9% | +6.0% |
| 3M | -7.4% | -23.9% | +16.5% | -7.8% |
| 6M | -8.5% | +8.2% | -16.7% | -8.6% |
| YTD | +6.1% | -20.5% | +26.6% | +5.0% |
| 1Y | +9.4% | -1.0% | +10.4% | +6.9% |
| All | +9.4% | -1.1% | +10.5% | +6.9% |
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