+1.9%
ES vs ALK
-28.6%
+30.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.9% | +12.9% | -12.1% | -0.4% |
| 30D | +5.9% | +5.5% | +0.4% | +5.2% |
| 3M | -1.0% | -12.1% | +11.1% | -0.1% |
| 6M | +7.2% | +1.7% | +5.5% | +6.3% |
| YTD | +7.0% | -17.4% | +24.4% | +7.5% |
| 1Y | +0.5% | -1.9% | +2.4% | -1.3% |
| 3Y | +48.7% | +21.2% | +27.4% | +36.6% |
| 5Y | +1.9% | -27.8% | +29.7% | -1.4% |
| All | +1.9% | -28.6% | +30.5% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling