+64.7%
ENTG vs ALK
+14.9%
+49.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.2% | +1.7% |
| 7D | +22.8% | +0.9% | +21.9% | +22.3% |
| 30D | -4.9% | +3.3% | -8.1% | -7.4% |
| 3M | -4.8% | -17.6% | +12.7% | +3.6% |
| 6M | +5.6% | +0.8% | +4.8% | +3.6% |
| YTD | +82.4% | -22.4% | +104.8% | +98.9% |
| 1Y | +82.9% | -10.1% | +92.9% | +85.0% |
| All | +64.7% | +14.9% | +49.9% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling