+377.9%
EAT vs ALK
-41.7%
+419.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | -2.6% | +9.0% | -11.7% | -7.6% |
| 30D | +11.5% | -1.6% | +13.1% | +11.8% |
| 3M | -9.1% | -23.2% | +14.1% | +4.2% |
| 6M | +40.4% | -3.9% | +44.3% | +37.3% |
| YTD | +43.9% | -22.6% | +66.5% | +55.6% |
| 1Y | +101.9% | -5.3% | +107.3% | +90.0% |
| 3Y | +489.9% | +18.6% | +471.3% | +317.4% |
| 5Y | +362.6% | -34.4% | +397.0% | +386.6% |
| All | +377.9% | -41.7% | +419.6% | +299.3% |
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