+342.0%
EAT vs ALK
-25.3%
+367.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | -0.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | +1.9% | -19.2% | +21.1% | +11.8% |
| 3M | +68.7% | -1.5% | +70.2% | +66.4% |
| 6M | +66.9% | -13.1% | +79.9% | +71.7% |
| YTD | +60.4% | -16.4% | +76.8% | +67.1% |
| 1Y | +44.0% | -33.1% | +77.1% | +66.6% |
| 3Y | +604.7% | +0.6% | +604.1% | +493.5% |
| All | +342.0% | -25.3% | +367.2% | +343.1% |
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