+11,799.4%
ENB vs ALK
+839.9%
+10,959.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -0.2% | -0.7% | +0.4% | -0.2% |
| 30D | -2.2% | -19.2% | +17.0% | +0.1% |
| 3M | -10.5% | -1.5% | -9.0% | -10.8% |
| 6M | -5.1% | -13.1% | +8.0% | -4.6% |
| YTD | +9.0% | -16.4% | +25.4% | +9.7% |
| 1Y | +8.2% | -33.1% | +41.3% | +11.6% |
| 3Y | +67.8% | +0.6% | +67.1% | +60.6% |
| 5Y | +69.4% | -26.4% | +95.8% | +66.5% |
| 10Y | +117.5% | -34.2% | +151.7% | +107.4% |
| All | +11,799.4% | +839.9% | +10,959.5% | +8,294.3% |
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