+82.9%
ES vs ALK
-41.7%
+124.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | +1.9% | +9.0% | -7.2% | +0.8% |
| 30D | +7.1% | -1.6% | +8.7% | +7.1% |
| 3M | -1.9% | -23.2% | +21.2% | +0.8% |
| 6M | +4.4% | -3.9% | +8.2% | +4.0% |
| YTD | +7.3% | -22.6% | +29.9% | +8.9% |
| 1Y | +2.1% | -5.3% | +7.5% | +0.8% |
| 3Y | +41.8% | +18.6% | +23.3% | +31.8% |
| 5Y | +1.4% | -34.4% | +35.8% | +0.5% |
| All | +82.9% | -41.7% | +124.7% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling