+19,963.1%
ETN vs ALK
+839.9%
+19,123.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +1.9% | +3.1% |
| 7D | +2.0% | -0.7% | +2.7% | +2.2% |
| 30D | -7.9% | -19.2% | +11.3% | -3.0% |
| 3M | -1.6% | -1.5% | -0.1% | -1.7% |
| 6M | +16.9% | -13.1% | +29.9% | +19.3% |
| YTD | +30.1% | -16.4% | +46.5% | +33.6% |
| 1Y | +19.3% | -33.1% | +52.4% | +28.7% |
| 3Y | +82.5% | +0.6% | +81.9% | +71.6% |
| 5Y | +166.8% | -26.4% | +193.2% | +165.7% |
| 10Y | +649.7% | -34.2% | +683.9% | +610.0% |
| All | +19,963.1% | +839.9% | +19,123.2% | +8,315.0% |
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