+2.9%
ENB vs ALK
-4.9%
+7.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | +1.2% |
| 7D | -3.7% | +8.9% | -12.6% | -3.4% |
| 30D | +1.7% | +5.9% | -4.2% | +1.9% |
| 3M | -6.3% | -16.5% | +10.2% | -6.6% |
| 6M | -9.2% | +2.1% | -11.3% | -9.2% |
| YTD | +3.1% | -17.1% | +20.2% | +1.9% |
| All | +2.9% | -4.9% | +7.8% | +1.0% |
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