+122.4%
ETN vs ALK
-28.6%
+151.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -9.3% | +12.9% | -22.2% | -12.5% |
| 30D | -17.3% | +5.5% | -22.8% | -19.0% |
| 3M | -20.1% | -12.1% | -8.0% | -17.7% |
| 6M | -11.3% | +1.7% | -13.0% | -13.0% |
| YTD | +12.5% | -17.4% | +29.9% | +15.6% |
| 1Y | -5.6% | -1.9% | -3.7% | -7.8% |
| 3Y | +65.6% | +21.2% | +44.4% | +41.3% |
| 5Y | +122.4% | -27.8% | +150.2% | +121.6% |
| All | +122.4% | -28.6% | +151.0% | +121.6% |
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