+4,316.7%
ETR vs ALK
+839.9%
+3,476.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +1.0% | -19.2% | +20.2% | +3.2% |
| 3M | -1.3% | -1.5% | +0.3% | -1.5% |
| 6M | +1.9% | -13.1% | +14.9% | +2.5% |
| YTD | +18.2% | -16.4% | +34.6% | +19.1% |
| 1Y | +24.7% | -33.1% | +57.7% | +28.4% |
| 3Y | +150.7% | +0.6% | +150.1% | +142.3% |
| 5Y | +127.0% | -26.4% | +153.4% | +124.1% |
| 10Y | +295.5% | -34.2% | +329.6% | +276.9% |
| All | +4,316.7% | +839.9% | +3,476.9% | +2,880.0% |
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