+46.1%
ES vs ALK
+15.2%
+30.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.3% |
| 7D | +5.9% | +7.1% | -1.1% | +5.3% |
| 30D | +10.2% | -3.0% | +13.2% | +10.3% |
| 3M | +0.4% | -25.6% | +26.1% | +2.4% |
| 6M | +6.9% | +0.5% | +6.4% | +6.3% |
| YTD | +10.5% | -23.1% | +33.6% | +11.4% |
| 1Y | +3.2% | -7.5% | +10.7% | +1.9% |
| All | +46.1% | +15.2% | +30.8% | +32.9% |
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