+34.8%
ET vs ALK
-35.5%
+70.3%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +6.9% | -18.5% | +25.3% | +5.6% |
| 3M | +13.1% | -3.6% | +16.6% | +12.9% |
| 6M | +18.7% | -3.7% | +22.4% | +19.2% |
| YTD | +37.4% | -19.0% | +56.5% | +38.1% |
| 1Y | +34.8% | -36.0% | +70.9% | +35.1% |
| All | +34.8% | -35.5% | +70.3% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling