+85.6%
ES vs ALK
-37.5%
+123.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -1.3% |
| 7D | -0.1% | +8.9% | -9.0% | -1.2% |
| 30D | +5.7% | +5.9% | -0.2% | +4.8% |
| 3M | -2.8% | -16.5% | +13.7% | -1.0% |
| 6M | +7.0% | +2.1% | +4.9% | +5.8% |
| YTD | +6.8% | -17.1% | +23.9% | +7.5% |
| 1Y | -0.5% | -2.9% | +2.4% | -2.0% |
| 3Y | +47.2% | +24.5% | +22.7% | +36.0% |
| 5Y | +2.3% | -29.1% | +31.4% | +0.3% |
| 10Y | +85.6% | -39.1% | +124.8% | +59.5% |
| All | +85.6% | -37.5% | +123.1% | +59.5% |
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 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