+365.4%
EAT vs ALK
-28.7%
+394.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.4% |
| 7D | -8.9% | +2.6% | -11.5% | -10.1% |
| 30D | +3.4% | +7.8% | -4.4% | -0.6% |
| 3M | -9.3% | -15.2% | +5.9% | -3.4% |
| 6M | +43.8% | +5.0% | +38.7% | +35.6% |
| YTD | +39.9% | -18.4% | +58.3% | +46.1% |
| 1Y | +89.7% | -2.4% | +92.1% | +79.0% |
| 3Y | +491.3% | +19.8% | +471.5% | +331.5% |
| 5Y | +365.4% | -27.8% | +393.2% | +378.8% |
| All | +365.4% | -28.7% | +394.1% | +378.8% |
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