+1,275.7%
ES vs ALK
+765.2%
+510.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.4% |
| 7D | +5.9% | +7.1% | -1.1% | +5.1% |
| 30D | +10.2% | -3.0% | +13.2% | +10.4% |
| 3M | +0.4% | -25.6% | +26.1% | +3.4% |
| 6M | +6.9% | +0.5% | +6.4% | +6.1% |
| YTD | +10.5% | -23.1% | +33.6% | +12.1% |
| 1Y | +3.2% | -7.5% | +10.7% | +2.5% |
| 3Y | +49.0% | +15.3% | +33.7% | +41.4% |
| 5Y | +4.5% | -34.8% | +39.3% | +4.2% |
| 10Y | +92.3% | -41.2% | +133.5% | +83.5% |
| All | +1,275.7% | +765.2% | +510.5% | +762.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling