+349.8%
EAT vs ALK
-37.5%
+387.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.6% | -5.5% |
| 7D | -3.9% | +8.9% | -12.8% | -8.8% |
| 30D | +5.0% | +5.9% | -1.0% | +0.6% |
| 3M | -9.6% | -16.5% | +6.9% | -1.5% |
| 6M | +46.8% | +2.1% | +44.7% | +38.3% |
| YTD | +41.8% | -17.1% | +58.9% | +47.0% |
| 1Y | +98.3% | -2.9% | +101.2% | +83.9% |
| 3Y | +503.1% | +24.5% | +478.6% | +315.3% |
| 5Y | +356.7% | -29.1% | +385.8% | +357.6% |
| 10Y | +349.8% | -39.1% | +388.9% | +257.0% |
| All | +349.8% | -37.5% | +387.3% | +257.0% |
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 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