+49.9%
ENB vs ALK
-34.8%
+84.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.2% | -2.6% |
| 7D | -5.2% | +9.0% | -14.2% | -6.0% |
| 30D | +2.2% | -1.6% | +3.8% | +2.2% |
| 3M | -8.1% | -23.2% | +15.1% | -6.1% |
| 6M | -11.2% | -3.9% | -7.3% | -11.6% |
| YTD | +2.0% | -22.6% | +24.6% | +3.2% |
| 1Y | +4.1% | -5.3% | +9.4% | +2.4% |
| 3Y | +64.7% | +18.6% | +46.2% | +47.0% |
| All | +49.9% | -34.8% | +84.7% | +46.5% |
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