+17,250.8%
ETN vs ALK
+828.7%
+16,422.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -9.3% | +12.9% | -22.2% | -12.3% |
| 30D | -17.3% | +5.5% | -22.8% | -18.9% |
| 3M | -20.1% | -12.1% | -8.0% | -18.1% |
| 6M | -11.3% | +1.7% | -13.0% | -12.9% |
| YTD | +12.5% | -17.4% | +29.9% | +15.1% |
| 1Y | -5.6% | -1.9% | -3.7% | -7.6% |
| 3Y | +65.6% | +21.2% | +44.4% | +47.8% |
| 5Y | +122.4% | -27.8% | +150.2% | +121.7% |
| 10Y | +531.4% | -41.0% | +572.5% | +509.5% |
| All | +17,250.8% | +828.7% | +16,422.1% | +7,151.4% |
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 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