+555.7%
ETN vs ALK
-45.1%
+600.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +1.1% |
| 7D | +10.1% | +0.9% | +9.2% | +9.8% |
| 30D | -15.9% | +3.3% | -19.2% | -17.5% |
| 3M | -21.7% | -17.6% | -4.1% | -17.5% |
| 6M | -10.1% | +0.8% | -10.9% | -12.0% |
| YTD | +14.0% | -22.4% | +36.4% | +19.5% |
| 1Y | -1.7% | -10.1% | +8.4% | -2.0% |
| 3Y | +67.9% | +14.0% | +53.9% | +44.9% |
| 5Y | +125.5% | -29.8% | +155.4% | +123.6% |
| All | +555.7% | -45.1% | +600.8% | +500.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling