+372.3%
EAT vs ALK
-34.8%
+407.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.1% |
| 7D | -2.6% | +9.0% | -11.7% | -6.5% |
| 30D | +11.5% | -1.6% | +13.1% | +11.8% |
| 3M | -9.1% | -23.2% | +14.1% | +1.3% |
| 6M | +40.4% | -3.9% | +44.3% | +38.1% |
| YTD | +43.9% | -22.6% | +66.5% | +54.2% |
| 1Y | +101.9% | -5.3% | +107.3% | +93.0% |
| 3Y | +489.9% | +18.6% | +471.3% | +327.3% |
| All | +372.3% | -34.8% | +407.0% | +411.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling