+1,243.3%
ES vs ALK
+839.9%
+403.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | -2.0% | -19.2% | +17.3% | +0.2% |
| 3M | +1.7% | -1.5% | +3.2% | +1.5% |
| 6M | -3.5% | -13.1% | +9.5% | -2.9% |
| YTD | +7.9% | -16.4% | +24.3% | +8.7% |
| 1Y | +17.2% | -33.1% | +50.2% | +20.6% |
| 3Y | +29.3% | +0.6% | +28.7% | +24.7% |
| 5Y | -5.7% | -26.4% | +20.6% | -7.2% |
| 10Y | +85.2% | -34.2% | +119.4% | +74.9% |
| All | +1,243.3% | +839.9% | +403.4% | +736.1% |
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